The GMWB guarantee embedded in life insurance contracts : fair value pricing problem
Fatma Mrad, Haykel Hamdi, Kamel Naoui, Ilyes Abid
| Year of publication: |
2023
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|---|---|
| Authors: | Mrad, Fatma ; Hamdi, Haykel ; Naoui, Kamel ; Abid, Ilyes |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 51.2023, p. 1-10
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| Subject: | Fair fees | Guaranteed minimum withdrawal benefit | Policyholder lapse behavior | Variable annuity | Lebensversicherung | Life insurance | Gerechtigkeit | Justice | Preismanagement | Pricing strategy | Theorie | Theory | Private Altersvorsorge | Private retirement provision |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2022.103327 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014304840