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zbMath1277.91078MaRDI QIDQ2866025

X. Sheldon Lin, Yichun Chi

Publication date: 12 December 2013

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

variable annuity arithmetic Asian option GMDB flexible premium GMLB mortality and expense fee

Mathematics Subject Classification ID

Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).

Related Items (7)

VIX-linked fees for GMWBs via explicit solution simulation methods ⋮ Optimal Initiation of Guaranteed Lifelong Withdrawal Benefit with Dynamic Withdrawals ⋮ A Comparative Study of Risk Measures for Guaranteed Minimum Maturity Benefits by a PDE Method ⋮ Impact of Flexible Periodic Premiums on Variable Annuity Guarantees ⋮ Comonotonic approximations of risk measures for variable annuity guaranteed benefits with dynamic policyholder behavior ⋮ A neural network approach to efficient valuation of large portfolios of variable annuities ⋮ Valuation of large variable annuity portfolios under nested simulation: a functional data approach

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