A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities
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Publication:3634594
DOI10.2143/AST.38.2.2033356zbMath1274.91399MaRDI QIDQ3634594
Alexander Kling, Jochen Ruß, Daniel J. Bauer
Publication date: 25 June 2009
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2143/ast.38.2.2033356
91G60: Numerical methods (including Monte Carlo methods)
91G20: Derivative securities (option pricing, hedging, etc.)
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