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~subject:"Private retirement provision"
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Private retirement provision
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Valuation and optimal surrender of variable annuities with guaranteed minimum benefits and periodic fees
Kirkby, J. Lars
;
Aguilar, Jean-Philippe
- In:
Scandinavian actuarial journal
2023
(
2023
)
6
,
pp. 624-654
Persistent link: https://www.econbiz.de/10014383864
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2
The GMWB guarantee embedded in life insurance contracts : fair value pricing problem
Mrad, Fatma
;
Hamdi, Haykel
;
Naoui, Kamel
;
Abid, Ilyes
- In:
Finance research letters
51
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014304840
Saved in:
3
Valuing guaranteed minimum accumulation benefits by a change of numéraire approach
Huang, Yiming
;
Mamon, Rogemar
;
Xiong, Heng
- In:
Insurance / Mathematics & economics
103
(
2022
),
pp. 1-26
Persistent link: https://www.econbiz.de/10013198316
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