Variable annuities: market incompleteness and policyholder behavior

DOI10.1016/J.INSMATHECO.2021.03.007zbMath1467.91147OpenAlexW3139100626MaRDI QIDQ2038222

Thorsten Moenig

Publication date: 6 July 2021

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2021.03.007

zbMATH Keywords

variable annuitiesmarket incompletenessguaranteed minimum withdrawal benefitslifecycle utility modeloptimal policyholder behavior

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Cites Work

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