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Search: subject:"guaranteed minimum withdrawal benefit"
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Guaranteed minimum withdrawal benefit
7
Lebensversicherung
7
Life insurance
7
Private Altersvorsorge
7
Private retirement provision
7
Variable annuity
7
Stochastic process
5
Stochastischer Prozess
5
Mortality
4
Option pricing theory
4
Optionspreistheorie
4
Portfolio selection
4
Portfolio-Management
4
Sterblichkeit
4
Theorie
4
Theory
4
Finanzmathematik
3
Interest rate
3
Leibrente
3
Life annuity
3
Mathematical finance
3
Zins
3
Anlageverhalten
2
Behavioural finance
2
Consumer behaviour
2
Gauss-Hermite quadrature
2
Konsumentenverhalten
2
Lebenseinkommen
2
Lifetime income
2
Mortality risk
2
Optimal stochastic control
2
Stochastic interest rate
2
USA
2
United States
2
Actuarial mathematics
1
Altersvorsorge
1
Binomial algorithm
1
Bivariate lattice
1
Componentwise splitting method
1
Control theory
1
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6
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Article
8
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English
10
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All
Luo, Xiaolin
3
Shevchenko, Pavel V.
3
Horneff, Vanya
2
Russo, Emilio
2
Abid, Ilyes
1
Costabile, Massimo
1
De Angelis, Paolo
1
De Marchis, Roberto
1
Fontana, Claudio
1
Gudkov, Nikolay
1
Hamdi, Haykel
1
Ignatieva, Ekaterina
1
Martire, Antonio L.
1
Massabo, Ivar
1
Maurer, Raimond
1
Mitchell, Olivia S.
1
Mrad, Fatma
1
Naoui, Kamel
1
Rogalla, Ralph
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Rotondi, Francesco
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Ziveyi, Jonathan
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Insurance / Mathematics & economics
3
Decisions in economics and finance : a journal of applied mathematics
1
Finance research letters
1
International journal of financial engineering
1
Quantitative finance
1
The European journal of finance
1
Working paper / National Bureau of Economic Research, Inc.
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ECONIS (ZBW)
10
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10
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1
A flexible lattice framework for valuing options on assets paying discrete dividends and variable annuities embedding GMWB riders
De Angelis, Paolo
;
De Marchis, Roberto
;
Martire, Antonio L.
- In:
Decisions in economics and finance : a journal of …
45
(
2022
)
1
,
pp. 415-446
Persistent link: https://www.econbiz.de/10013380577
Saved in:
2
Valuation of general GMWB annuities in a low interest rate environment
Fontana, Claudio
;
Rotondi, Francesco
- In:
Insurance / Mathematics & economics
112
(
2023
),
pp. 142-167
Persistent link: https://www.econbiz.de/10014446751
Saved in:
3
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:
4
Evaluating variable annuities with GMWB when exogenous factors influence the policy-holder's withdrawals
Costabile, Massimo
;
Massabo, Ivar
;
Russo, Emilio
- In:
The European journal of finance
26
(
2020
)
2/3
,
pp. 238-257
Persistent link: https://www.econbiz.de/10012207205
Saved in:
5
Pricing of guaranteed minimum withdrawal benefits in variable annuities under stochastic volatility, stochastic interest rates and stochastic mortality via the componentwise splitt...
Gudkov, Nikolay
;
Ignatieva, Ekaterina
;
Ziveyi, Jonathan
- In:
Quantitative finance
19
(
2019
)
3
,
pp. 501-518
Persistent link: https://www.econbiz.de/10012194671
Saved in:
6
Valuation of variable annuities with
Guaranteed
Minimum
Withdrawal
Benefit
under stochastic interest rate
Shevchenko, Pavel V.
;
Luo, Xiaolin
- In:
Insurance / Mathematics & economics
76
(
2017
),
pp. 104-117
Persistent link: https://www.econbiz.de/10011774788
Saved in:
7
Valuation of variable annuities with guaranteed minimum withdrawal and death benefits via stochastic control optimization
Luo, Xiaolin
;
Shevchenko, Pavel V.
- In:
Insurance / Mathematics & economics
62
(
2015
),
pp. 5-15
Persistent link: https://www.econbiz.de/10011312092
Saved in:
8
Fast numerical method for pricing of variable annuities with
Guaranteed
minimum
withdrawal
benefit
under optimal withdrawal strategy
Luo, Xiaolin
;
Shevchenko, Pavel V.
- In:
International journal of financial engineering
2
(
2015
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011403137
Saved in:
9
Dynamic portfolio choice with advanced life annuities : analysis of habit preferences, liquidity options and downside protection
Horneff, Vanya
-
2013
Persistent link: https://www.econbiz.de/10010466953
Saved in:
10
Optimal life cycle portfolio choice with variable annuities offering liquidity and investment downside protection
Horneff, Vanya
;
Maurer, Raimond
;
Mitchell, Olivia S.
; …
-
2013
Persistent link: https://www.econbiz.de/10009777773
Saved in:
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