Valuing guaranteed withdrawal benefits with stochastic interest rates and volatility (Q2879036)
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scientific article; zbMATH DE number 6340773
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| default for all languages | No label defined |
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| English | Valuing guaranteed withdrawal benefits with stochastic interest rates and volatility |
scientific article; zbMATH DE number 6340773 |
Statements
Valuing guaranteed withdrawal benefits with stochastic interest rates and volatility (English)
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5 September 2014
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insurance guarantees
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withdrawal benefits
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stochastic volatility
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stochastic interest rates
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ADI methods
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Asian options
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mixed fund
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0.803004801273346
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0.7983230352401733
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0.7825342416763306
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0.7718476057052612
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0.7707123160362244
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