Financial valuation of guaranteed minimum withdrawal benefits

DOI10.1016/j.insmatheco.2005.06.012zbMath1116.91048OpenAlexW2101058764MaRDI QIDQ2507939

Thomas S. Salisbury, Moshe Arye Milevsky

Publication date: 5 October 2006

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2005.06.012

zbMATH Keywords

pensionsAsian optionsportfolio insuranceannuitiesput options

Mathematics Subject Classification ID

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Uses Software

• Derivatives

Cites Work

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