Pricing variable annuities embedding various guaranteed minimum benefits (Q3307076)
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scientific article; zbMATH DE number 7234291
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| default for all languages | No label defined |
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| English | Pricing variable annuities embedding various guaranteed minimum benefits |
scientific article; zbMATH DE number 7234291 |
Statements
12 August 2020
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variable annuity valuation
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guaranteed minimum benefits
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jump-diffusion model
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willow tree method
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0.8303701281547546
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0.8164993524551392
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0.80063396692276
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0.7880553007125854
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0.7857185006141663
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