The Economics of a Secondary Market for Variable Annuities

DOI10.1080/10920277.2020.1802598zbMath1484.91400OpenAlexW3102421103MaRDI QIDQ5027910

Nan Zhu, Thorsten Moenig

Publication date: 7 February 2022

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

Full work available at URL: https://doi.org/10.1080/10920277.2020.1802598

zbMATH Keywords

variable annuitiessecondary VA market

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Cites Work

• Guaranteed minimum surrender benefits in variable annuities: the impact of regulator-imposed guarantees
• Non-cooperative games
• A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities
• Revisiting the Risk-Neutral Approach to Optimal Policyholder Behavior: A Study of Withdrawal Guarantees in Variable Annuities *
• Asymmetric information in secondary insurance markets: Evidence from the life settlements market
• Policyholder Exercise Behavior in Life Insurance: The State of Affairs