Pricing guaranteed minimum/lifetime withdrawal benefits with various provisions under investment, interest rate and mortality risks
Year of publication: |
2015
|
---|---|
Authors: | Dai, Tian-Shyr ; Yang, Sharon S. ; Liu, Liang-Chih |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 64.2015, p. 364-379
|
Subject: | Guaranteed life withdrawal benefits | Surrender option | Variable annuity | Interest rate risk | Mortality risk | Sterblichkeit | Mortality | Lebensversicherung | Life insurance | Zins | Interest rate | Zinsrisiko | Risiko | Risk | Risikomodell | Risk model | Optionspreistheorie | Option pricing theory | Altersvorsorge | Retirement provision | Private Altersvorsorge | Private retirement provision |
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