Equity-linked guaranteed minimum death benefits with dollar cost averaging (Q2234775)

scientific article

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English	Equity-linked guaranteed minimum death benefits with dollar cost averaging	scientific article

Statements

instance of

scholarly article

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title

Equity-linked guaranteed minimum death benefits with dollar cost averaging (English)

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author

Yanyan Li

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published in

Insurance Mathematics \& Economics

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publication date

19 October 2021

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zbMATH Keywords

GMDB

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guaranteed minimum death benefit

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equity-linked

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GMxB

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annuity

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dollar cost averaging

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Lévy

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variable annuity

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.insmatheco.2021.04.012

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cites work

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Q4331490

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General Optimized Lower and Upper Bounds for Discrete and Continuous Arithmetic Asian Options

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Valuing equity-linked death benefits and other contingent options: a discounted density approach

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Valuing equity-linked death benefits in jump diffusion models

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FOURIER SPACE TIME-STEPPING ALGORITHM FOR VALUING GUARANTEED MINIMUM WITHDRAWAL BENEFITS IN VARIABLE ANNUITIES UNDER REGIME-SWITCHING AND STOCHASTIC MORTALITY

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Identifiers

zbMATH Open document ID

1471.91465

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DOI

10.1016/j.insmatheco.2021.04.012

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:2234775