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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| English | 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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0.8411546945571899
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0.8393131494522095
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0.7622688412666321
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