The Effect of Policyholder Transfer Behavior on the Value of Guaranteed Minimum Death Benefits

DOI10.1080/10920277.2010.10597575zbMath1219.91073OpenAlexW1508667196MaRDI QIDQ3088972

Eric R. Ulm

Publication date: 23 August 2011

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2010.10597575

Mathematics Subject Classification ID

Related Items (6)

Statutory financial reporting for variable annuity guaranteed death benefits: market practice, mathematical modeling and computation ⋮ Applications of central limit theorems for equity-linked insurance ⋮ Policyholder Exercise Behavior in Life Insurance: The State of Affairs ⋮ RISK-BASED CAPITAL FOR VARIABLE ANNUITY UNDER STOCHASTIC INTEREST RATE ⋮ Valuing variable annuities with guaranteed minimum lifetime withdrawal benefits ⋮ Pricing and Hedging Variable Annuity Guarantees with Multiasset Stochastic Investment Models

Cites Work

• Analytic Solution for Return of Premium and Rollup Guaranteed Minimum Death Benefit Options Under Some Simple Mortality Laws
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