Valuation of guaranteed minimum maturity benefits in variable annuities with surrender options (Q343983)
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scientific article; zbMATH DE number 6654904
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Valuation of guaranteed minimum maturity benefits in variable annuities with surrender options |
scientific article; zbMATH DE number 6654904 |
Statements
Valuation of guaranteed minimum maturity benefits in variable annuities with surrender options (English)
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21 November 2016
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variable annuity
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guaranteed minimum maturity benefit
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surrender option
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numerical integration
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hedge ratios
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0.92292404
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0.9120534
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0.9096041
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0.90190846
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0.8968953
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0.8885597
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0.88488734
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