Valuation of variable annuities with guaranteed minimum withdrawal benefit under stochastic interest rate (Q2404547): Difference between revisions

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Latest revision as of 10:43, 14 July 2024

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Valuation of variable annuities with guaranteed minimum withdrawal benefit under stochastic interest rate
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    Valuation of variable annuities with guaranteed minimum withdrawal benefit under stochastic interest rate (English)
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    19 September 2017
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    variable annuity
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    living and death benefits
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    stochastic interest rate
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    optimal stochastic control
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    Guaranteed Minimum Withdrawal Benefit
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    Gauss-Hermite quadrature
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