Valuation of variable long-term care Annuities with Guaranteed Lifetime Withdrawal Benefits : a variance reduction approach
Ming-hua Hsieh, Jennifer L. Wang, Yu-Fen Chiu, Yen-Chih Chen
| Year of publication: |
January 2018
|
|---|---|
| Authors: | Hsieh, Ming-hua ; Wang, Jennifer L. ; Chiu, Yu-Fen ; Chen, Yen-Chih |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 78.2018, p. 246-254
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| Subject: | Variable annuity | Long-term care | Life Care Annuity | Guaranteed Lifetime Withdrawal Benefit | Variance reduction | Häusliche Pflege | Domestic care | Private Altersvorsorge | Private retirement provision | Lebensversicherung | Life insurance | Altersvorsorge | Retirement provision | Theorie | Theory | Sterblichkeit | Mortality |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2017.09.017 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011825282