A flexible tree for evaluating guaranteed minimum withdrawal benefits under deferred life annuity contracts with various provisions

DOI10.1016/j.insmatheco.2012.12.005zbMath1284.91279OpenAlexW1972807868MaRDI QIDQ2442519

Sharon S. Yang, Tian-Shyr Dai

Publication date: 3 April 2014

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2012.12.005

zbMATH Keywords

surrender optionstree modelguaranteed minimum withdrawal benefitsdeferred variable annuityrollup interest rate guarantees

Mathematics Subject Classification ID

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Cites Work

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