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Equity-linked Guaranteed Minimum Death Benefits with dollar cost averaging
Kirkby, J. Lars; Nguyen, Duy - In: Insurance / Mathematics & economics 100 (2021), pp. 408-428
Persistent link: https://www.econbiz.de/10012622402
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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
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Optimal life cycle portfolio choice with variable annuities offering liquidity and investment downside protection
Horneff, Vanya; Maurer, Raimond; Mitchell, Olivia S.; … - In: Insurance / Mathematics & economics 63 (2015), pp. 91-107
Persistent link: https://www.econbiz.de/10011349847
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Actuarial modeling and analysis of the Hong Kong life annuity scheme
Kwong, Koon-Shing; Chan, Wai-Sum; Li, Johnny Siu-Hang - In: Asia-Pacific journal of risk and insurance : APJRI 14 (2020) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10012197096
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Pricing guaranteed minimum/lifetime withdrawal benefits with various provisions under investment, interest rate and mortality risks
Dai, Tian-Shyr; Yang, Sharon S.; Liu, Liang-Chih - In: Insurance / Mathematics & economics 64 (2015), pp. 364-379
Persistent link: https://www.econbiz.de/10011398106
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A unified pricing of variable annuity guarantees under the optimal stochastic control framework
Shevchenko, Pavel V.; Luo, Xiaolin - In: Risks : open access journal 4 (2016) 3, pp. 1-31
discuss pricing under the complete/incomplete financial market models, stochastic mortality and optimal … the event times. We present accurate numerical results for pricing of a Guaranteed Minimum Accumulation Benefit (GMAB …In this paper, we review pricing of the variable annuity living and death guarantees offered to retail investors in …
Persistent link: https://www.econbiz.de/10011507624
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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
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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
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Longevity risk measurement of life annuity products
Diffouo, Pauline M. Ngugnie; Devolder, Pierre - In: Risks : open access journal 8 (2020) 1/31, pp. 1-16
annuity products. Within the Solvency II framework, we capture the mortality of policyholders by the mean of the Hull …
Persistent link: https://www.econbiz.de/10012203435
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Annuity to azzubeydi
McDannald, A. H. (contributor) - 1947
Persistent link: https://www.econbiz.de/10000507122