Optimal investment-disinvestment choices in health-dependent variable annuity
type: Item
instance of: scholarly article
title: Optimal investment-disinvestment choices in health-dependent variable annuity
zbMATH Open document ID: 1545.91259
author: Guglielmo D'Amico
author: Shakti Nath Singh
author: Selvamuthu Dharmaraja
published in: Insurance Mathematics \& Economics
publication date: 2024-07-17T00:00:00Z
Mathematics Subject Classification ID: 91G05
zbMATH DE Number: 7882272
zbMATH Keywords: variable annuity
zbMATH Keywords: guaranteed lifetime withdrawal benefit
zbMATH Keywords: health status
zbMATH Keywords: investment-disinvestment
zbMATH Keywords: optimal initiation time
MaRDI profile type: Publication
cites work: Impact of Flexible Periodic Premiums on Variable Annuity Guarantees
cites work: Statistical Inference for Discretely Observed Markov Jump Processes
cites work: Multistate models in health insurance
cites work: The crossing barrier of a non-homogeneous semi-Markov chain
cites work: Dynamic measurement of poverty: modeling and estimation
cites work: Optimal allocation to deferred income annuities
cites work: Q5480304
cites work: Markov chain modeling of policyholder behavior in life insurance and pension
cites work: Markov Chain Models in Life Insurance
cites work: Valuation of variable long-term care annuities with guaranteed lifetime withdrawal benefits: a variance reduction approach
cites work: Optimal initiation of a GLWB in a variable annuity: no arbitrage approach
cites work: Markov models and Thiele's integral equations for the prospective reserve
cites work: Financial valuation of guaranteed minimum withdrawal benefits
cites work: Actuarial models for pricing disability benefits: Towards a unifying approach
cites work: Multistate models for long-term care insurance and related indexing problems
cites work: Modeling Disability in Long-Term Care Insurance
cites work: Nonparametric estimation of reliability and survival function for continuous-time finite Markov processes
cites work: Time series model for GLWB with surrender benefit and stochastic interest rate: dynamic withdrawal approach
DOI: 10.1016/J.INSMATHECO.2024.03.006
description: scientific article; zbMATH DE number 7882272