RISK ANALYSIS OF ANNUITY CONVERSION OPTIONS IN A STOCHASTIC MORTALITY ENVIRONMENT (Q5419641)
From MaRDI portal
scientific article; zbMATH DE number 6302683
Language | Label | Description | Also known as |
---|---|---|---|
English | RISK ANALYSIS OF ANNUITY CONVERSION OPTIONS IN A STOCHASTIC MORTALITY ENVIRONMENT |
scientific article; zbMATH DE number 6302683 |
Statements
RISK ANALYSIS OF ANNUITY CONVERSION OPTIONS IN A STOCHASTIC MORTALITY ENVIRONMENT (English)
0 references
11 June 2014
0 references
financial risk
0 references
longevity risk
0 references
guaranteed annuity option
0 references
guaranteed minimum income benefit
0 references
valuation and risk analysis of embedded guarantees
0 references