Impact of Flexible Periodic Premiums on Variable Annuity Guarantees

DOI10.1080/10920277.2016.1209119zbMath1414.91165OpenAlexW2288564511MaRDI QIDQ5379207

Steven Vanduffel, Carole Bernard, Zhen-Yu Cui

Publication date: 28 May 2019

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

Full work available at URL: https://doi.org/10.1080/10920277.2016.1209119

zbMATH Keywords

variable annuity guaranteesflexible periodic premiums

Mathematics Subject Classification ID

Related Items (6)

A strengthened solution to option manipulation ⋮ VIX-linked fees for GMWBs via explicit solution simulation methods ⋮ Valuation of variable annuities with guaranteed minimum maturity benefits and periodic fees ⋮ Valuation and optimal surrender of variable annuities with guaranteed minimum benefits and periodic fees ⋮ INTEGRAL REPRESENTATION OF PROBABILITY DENSITY OF STOCHASTIC VOLATILITY MODELS AND TIMER OPTIONS ⋮ Optimal Initiation of Guaranteed Lifelong Withdrawal Benefit with Dynamic Withdrawals

Cites Work

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