Taxation and policyholder behavior: the case of guaranteed minimum accumulation benefits (Q6494328): Difference between revisions

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+Policyholder Exercise Behavior in Life Insurance: The State of Affairs
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+A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities
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+Optimal surrender policy for variable annuity guarantees
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+Constrained non-concave utility maximization: an application to life insurance contracts with guarantees
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+THE EVALUATION OF AMERICAN OPTION PRICES UNDER STOCHASTIC VOLATILITY AND JUMP-DIFFUSION DYNAMICS USING THE METHOD OF LINES
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+Pricing and hedging of variable annuities with state-dependent fees
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+Taxable and Tax-Deferred Investing with the Limited Use of Losses
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+Optimal life cycle portfolio choice with variable annuities offering liquidity and investment downside protection
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+Pricing and hedging of guaranteed minimum benefits under regime-switching and stochastic mortality
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+Optimal surrender of guaranteed minimum maturity benefits under stochastic volatility and interest rates
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+The Time-Discrete Method of Lines for Options and Bonds
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+Revisiting the Risk-Neutral Approach to Optimal Policyholder Behavior: A Study of Withdrawal Guarantees in Variable Annuities *
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+Valuation of guaranteed minimum maturity benefits in variable annuities with surrender options
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+Publication:6494328