Risk based capital for guaranteed minimum withdrawal benefit (Q4555091): Difference between revisions

@@ Property / author @@
-Jan Večeř
@@ Property / author: Jan Večeř / rank @@
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+Jan Večeř
@@ Property / author: Jan Večeř / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1080/14697688.2016.1189087
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@@ Property / OpenAlex ID @@
+W2415221385
@@ Property / OpenAlex ID: W2415221385 / rank @@
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@@ Property / cites work @@
+A numerical scheme for the impulse control formulation for pricing variable annuities with a guaranteed minimum withdrawal benefit (GMWB)
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@@ Property / cites work @@
+GUARANTEED MINIMUM WITHDRAWAL BENEFIT IN VARIABLE ANNUITIES
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@@ Property / cites work @@
+Valuing guaranteed withdrawal benefits with stochastic interest rates and volatility
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@@ Property / cites work @@
+Statutory financial reporting for variable annuity guaranteed death benefits: market practice, mathematical modeling and computation
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+Applications of central limit theorems for equity-linked insurance
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+An identity of hitting times and its application to the valuation of guaranteed minimum withdrawal benefit
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@@ Property / cites work @@
+An optimal stochastic control framework for determining the cost of hedging of variable annuities
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+Analysis of a penalty method for pricing a guaranteed minimum withdrawal benefit (GMWB)
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@@ Property / cites work @@
+Analysis of optimal dynamic withdrawal policies in withdrawal guarantee products
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+Optimal initiation of a GLWB in a variable annuity: no arbitrage approach
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@@ Property / cites work @@
+Financial valuation of guaranteed minimum withdrawal benefits
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@@ Property / cites work @@
+Pricing guaranteed minimum withdrawal benefits under stochastic interest rates
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@@ Property / cites work @@
+Pricing Asian options in a semimartingale model
@@ Property / cites work: Pricing Asian options in a semimartingale model / rank @@
+Normal rank