Pricing guaranteed minimum withdrawal benefits under stochastic interest rates (Q2869985): Difference between revisions

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+https://doi.org/10.1080/14697680903436606
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+A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities
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+A numerical scheme for the impulse control formulation for pricing variable annuities with a guaranteed minimum withdrawal benefit (GMWB)
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+The effect of modelling parameters on the value of GMWB guarantees
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+Pricing of Ratchet equity-indexed annuities under stochastic interest rates
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+Financial valuation of guaranteed minimum withdrawal benefits
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+The value of an Asian option
@@ Property / cites work: The value of an Asian option / rank @@
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+Publication:2869985