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

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+https://doi.org/10.1080/14697688.2016.1189087
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+W2415221385
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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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+GUARANTEED MINIMUM WITHDRAWAL BENEFIT IN VARIABLE ANNUITIES
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+Valuing guaranteed withdrawal benefits with stochastic interest rates and volatility
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+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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+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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+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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+Financial valuation of guaranteed minimum withdrawal benefits
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+Pricing guaranteed minimum withdrawal benefits under stochastic interest rates
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+Pricing Asian options in a semimartingale model
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