Indifference pricing of a GLWB option in variable annuities
Jungmin Choi
| Year of publication: |
2017
|
|---|---|
| Authors: | Choi, Jungmin |
| Published in: |
North American actuarial journal. - Philadelphia, Pa. : Taylor & Francis, ISSN 1092-0277, ZDB-ID 1380138-7. - Vol. 21.2017, 2, p. 281-296
|
| Subject: | Optionspreistheorie | Option pricing theory | Private Altersvorsorge | Private retirement provision | Lebensversicherung | Life insurance | Finanzmathematik | Mathematical finance | Unvollkommener Markt | Incomplete market | Optionsgeschäft | Option trading | Hedging | Derivat | Derivative | Altersvorsorge | Retirement provision |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/10920277.2017.1283237 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011858037