A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities

DOI10.2143/AST.38.2.2033356zbMath1274.91399OpenAlexW4240863194MaRDI QIDQ3634594

Alexander Kling, Jochen Ruß, Daniel J. Bauer

Publication date: 25 June 2009

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2143/ast.38.2.2033356

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Derivative securities (option pricing, hedging, etc.) (91G20)

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Cites Work

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