Variable annuity pricing, valuation, and risk management: a survey

DOI10.1080/03461238.2022.2049635OpenAlexW4220788058MaRDI QIDQ5872568

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Publication date: 2 January 2023

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.2022.2049635

zbMATH Keywords

valuationpricingrisk managementvariable annuity

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Actuarial mathematics (91G05)

Related Items (3)

Valuation of guaranteed minimum maturity benefits under mean reversion and jump models with surrender risk ⋮ Valuation of variable annuities with guaranteed minimum maturity benefits and periodic fees ⋮ Randomization and the valuation of guaranteed minimum death benefits

Uses Software

• QRM

Cites Work

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