Valuing guaranteed minimum accumulation benefits by a change of numéraire approach (Q2670118)
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scientific article; zbMATH DE number 7487255
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Valuing guaranteed minimum accumulation benefits by a change of numéraire approach |
scientific article; zbMATH DE number 7487255 |
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Valuing guaranteed minimum accumulation benefits by a change of numéraire approach (English)
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10 March 2022
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variable annuities
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investment guarantee
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stochastic model
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change of numéraire
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lapse risk
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0.8140819668769836
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0.7901351451873779
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0.7798888087272644
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0.7767210006713867
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0.7684659361839294
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