Policyholder Exercise Behavior in Life Insurance: The State of Affairs (Q5379239): Difference between revisions

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+Endogenous model of surrender conditions in equity-linked life insurance
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+On the Risk-Neutral Valuation of Life Insurance Contracts with Numerical Methods in View
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+Risk-neutral valuation of participating life insurance contracts
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+A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities
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+STATE-DEPENDENT FEES FOR VARIABLE ANNUITY GUARANTEES
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+Optimal surrender policy for variable annuity guarantees
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+Q4485837
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+Guaranteed Annuity Options
@@ Property / cites work: Guaranteed Annuity Options / rank @@
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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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+The effect of modelling parameters on the value of GMWB guarantees
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+Handbook of Insurance
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+Optimal consumption and portfolio policies when asset prices follow a diffusion process
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+A variational problem arising in financial economics
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+GUARANTEED MINIMUM WITHDRAWAL BENEFIT IN VARIABLE ANNUITIES
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+Exploring Higher Order Risk Effects
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+Consistency of Higher Order Risk Preferences
@@ Property / cites work: Consistency of Higher Order Risk Preferences / rank @@
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+Life Insurance Lapse Behavior
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+An optimal stochastic control framework for determining the cost of hedging of variable annuities
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+Optimal consumption and allocation in variable annuities with guaranteed minimum death benefits
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+Optimal allocation and consumption with guaranteed minimum death benefits, external income and term life insurance
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+Pricing and hedging GLWB in the Heston and in the Black-Scholes with stochastic interest rate models
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+Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies
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+The Role of Commitment in Dynamic Contracts: Evidence from Life Insurance
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+Optimal life cycle portfolio choice with variable annuities offering liquidity and investment downside protection
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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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+Valuation perspectives and decompositions for variable annuities with GMWB riders
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+Optimal Annuity Risk Management*
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+The Power of Suggestion: Inertia in 401(k) Participation and Savings Behavior
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+Q4905685
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+Financial valuation of guaranteed minimum withdrawal benefits
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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 life insurance surrender and exchange options
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+A joint valuation of premium payment and surrender options in participating life insurance contracts
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+Fair valuation of participating policies with surrender options and regime switching
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+Valuing variable annuities with guaranteed minimum lifetime withdrawal benefits
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+The Effect of Policyholder Transfer Behavior on the Value of Guaranteed Minimum Death Benefits
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+On the Interaction between Transfer Restrictions and Crediting Strategies in Guaranteed Funds
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