Taxation of a GMWB variable annuity in a stochastic interest rate model
by Andrea Molent
| Year of publication: |
2020
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|---|---|
| Authors: | Molent, Andrea |
| Published in: |
ASTIN bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge Univ. Press, ISSN 1783-1350, ZDB-ID 2148228-7. - Vol. 50.2020, 3, p. 1001-1035
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| Subject: | optimal withdrawal | stochastic interest rate | taxation | tree method | Variable Annuities | Zins | Interest rate | Stochastischer Prozess | Stochastic process | Finanzmathematik | Mathematical finance | Private Altersvorsorge | Private retirement provision | Lebensversicherung | Life insurance | Zinsstruktur | Yield curve | Optionspreistheorie | Option pricing theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/asb.2020.29 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012307397