Valuation and optimal surrender of variable annuities with guaranteed minimum benefits and periodic fees
J. Lars Kirkby, Jean-Philippe Aguilar
| Year of publication: |
2023
|
|---|---|
| Authors: | Kirkby, J. Lars ; Aguilar, Jean-Philippe |
| Published in: |
Scandinavian actuarial journal. - Stockholm : Taylor & Francis, ISSN 1651-2030, ZDB-ID 2029609-5. - Vol. 2023.2023, 6, p. 624-654
|
| Subject: | equity-linked | GMAB | GMDB | GMxB | guaranteed minimum death benefit | lapse | Lévy | mortality | pricing | Surrender | valuation | variable annuity | Sterblichkeit | Mortality | Lebensversicherung | Life insurance | Optionspreistheorie | Option pricing theory | Leibrente | Life annuity | Private Altersvorsorge | Private retirement provision |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2022.2141656 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014383864