Evaluating variable annuities with GMWB when exogenous factors influence the policy-holder's withdrawals
Year of publication: |
2020
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Authors: | Costabile, Massimo ; Massabo, Ivar ; Russo, Emilio |
Published in: |
The European journal of finance. - London [u.a.] : Taylor & Francis Group, ISSN 1466-4364, ZDB-ID 2001610-4. - Vol. 26.2020, 2/3, p. 238-257
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Subject: | exogenous factors | guaranteed minimum withdrawal benefit | trinomial tree | Variable annuity |
Type of publication: | Article |
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Type of publication (narrower categories): | Konferenzbeitrag ; Conference paper ; Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1080/1351847X.2019.1618362 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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