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subject:"variable Annuity guaranteed"
(10 results)
1
Pricing
variable
annuity
guarantees
in a local volatility framework
Deelstra, Griselda
;
Rayée, Grégory
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 650-663
Persistent link: https://www.econbiz.de/10010227910
Saved in:
2
Pricing
Variable
Annuity
Guarantees
in a local volatility framework
Deelstra, Griselda
;
Rayée, Grégory
- In:
Insurance: Mathematics and Economics
53
(
2013
)
3
,
pp. 650-663
In this paper, we study the price of
Variable
Annuity
Guarantees
, particularly those of Guaranteed Annuity Options (GAO …
Persistent link: https://www.econbiz.de/10010719086
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