Risk analysis of annuity conversion options in a stochastic mortality environment
Year of publication: |
2014
|
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Authors: | Kling, Alexander ; Ruß, Jochen ; Schilling, Katja |
Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 44.2014, 2, p. 197-236
|
Subject: | Financial risk | longevity risk | guaranteed annuity option | guaranteed minimum income benefit | valuation and risk analysis of embedded guarantees | Sterblichkeit | Mortality | Lebensversicherung | Life insurance | Risiko | Risk | Risikomodell | Risk model | Risikomanagement | Risk management | Altersvorsorge | Retirement provision | Optionspreistheorie | Option pricing theory | Private Altersvorsorge | Private retirement provision | Öffentliche Sozialleistungen | Social security benefits | Finanzrisiko |
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