Revisiting the risk-neutral approach to optimal policyholder behavior : a study of withdrawal guarantees in variable annuities
Year of publication: |
March 2016
|
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Authors: | Moenig, Thorsten ; Bauer, Daniel |
Published in: |
Review of finance : journal of the European Finance Association. - Oxford : Oxford Univ. Press, ISSN 1572-3097, ZDB-ID 2145284-2. - Vol. 20.2016, 2, p. 759-794
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Subject: | Lebensversicherung | Life insurance | Finanzanalyse | Financial analysis | Kapitalertragsteuer | Capital income tax | Versicherungsmathematik | Actuarial mathematics | USA | United States |
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