Systematic mortality risk: an analysis of guaranteed lifetime withdrawal benefits in variable annuities (Q2513624)
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scientific article; zbMATH DE number 6391856
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| English | Systematic mortality risk: an analysis of guaranteed lifetime withdrawal benefits in variable annuities |
scientific article; zbMATH DE number 6391856 |
Statements
Systematic mortality risk: an analysis of guaranteed lifetime withdrawal benefits in variable annuities (English)
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28 January 2015
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variable annuity
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guaranteed lifetime withdrawal benefits (GLWB)
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systematic mortality risk
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parameter risk
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model risk
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static hedging
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0.8285104036331177
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0.8047911524772644
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0.8029018044471741
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0.7860255837440491
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0.7789471745491028
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