The Titanic option : valuation of the guaranteed minimum death benefit in variable annuities and mutual funds
Year of publication: |
2001
|
---|---|
Authors: | Milevsky, Moshe Arye ; Posner, Steven E. |
Published in: |
The journal of risk and insurance : the journal of the American Risk and Insurance Association. - Malden, Mass. [u.a] : Blackwell, ISSN 0022-4367, ZDB-ID 410673-8. - Vol. 68.2001, 1, p. 93-128
|
Subject: | Lebensversicherung | Life insurance | Investmentfonds | Investment Fund | Optionspreistheorie | Option pricing theory | Theorie | Theory | USA | United States |
-
Pricing and hedging of unit-linked life insurance products
Philipps, Jörg, (2012)
-
Applications of central limit theorems for equity-linked insurance
Feng, Runhuan, (2016)
-
Analytic valuation of GMDB options with utility based asset allocation
Ulm, Eric R., (2022)
- More ...
-
A theoretical investigation of randomized asset allocation strategies
Milevsky, Moshe Arye, (1998)
-
Asian options, the sum of lognormals, and the reciprocal gamma distribution
Milevsky, Moshe Arye, (1998)
-
A continuous-time reexamination of dollar-cost averaging
Milevsky, Moshe Arye, (2003)
- More ...