Valuation of variable annuities with guaranteed minimum withdrawal benefit under stochastic interest rate (Q2404547)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation of variable annuities with guaranteed minimum withdrawal benefit under stochastic interest rate |
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Valuation of variable annuities with guaranteed minimum withdrawal benefit under stochastic interest rate (English)
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19 September 2017
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variable annuity
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living and death benefits
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stochastic interest rate
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optimal stochastic control
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Guaranteed Minimum Withdrawal Benefit
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Gauss-Hermite quadrature
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