Time series model for GLWB with surrender benefit and stochastic interest rate: dynamic withdrawal approach
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Publication:6581501
DOI10.1002/ASMB.2751MaRDI QIDQ6581501
Shakti Nath Singh, Selvamuthu Dharmaraja, Viswanathan Arunachalam
Publication date: 30 July 2024
Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)
Cites Work
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- Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
- Measuring the Effectiveness of Static Hedging Strategies for a Guaranteed Minimum Income Benefit
- UTILITY MAXIMIZATION IN A PURE JUMP MODEL WITH PARTIAL OBSERVATION
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