Valuation of guaranteed minimum maturity benefits in variable annuities with surrender options (Q343983): Difference between revisions

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Latest revision as of 23:18, 12 July 2024

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Valuation of guaranteed minimum maturity benefits in variable annuities with surrender options
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    Valuation of guaranteed minimum maturity benefits in variable annuities with surrender options (English)
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    21 November 2016
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    variable annuity
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    guaranteed minimum maturity benefit
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    surrender option
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    numerical integration
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    hedge ratios
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