Analytic solution for ratchet guaranteed minimum death benefit options under a variety of mortality laws (Q2513613)

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scientific article; zbMATH DE number 6391848
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    Analytic solution for ratchet guaranteed minimum death benefit options under a variety of mortality laws
    scientific article; zbMATH DE number 6391848

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      Analytic solution for ratchet guaranteed minimum death benefit options under a variety of mortality laws (English)
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      28 January 2015
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      variable annuities
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      Laplace transforms
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      partial differential equations
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      guaranteed minimum death benefits
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      closed form solutions
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