Taxation of a GMWB variable annuity in a stochastic interest rate model
by Andrea Molent
| Year of publication: |
2020
|
|---|---|
| Authors: | Molent, Andrea |
| 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 | Versicherungsmathematik | Actuarial mathematics |
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