Valuation of guaranteed minimum maturity benefits in variable annuities with surrender options (Q343983)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation of guaranteed minimum maturity benefits in variable annuities with surrender options |
scientific article |
Statements
Valuation of guaranteed minimum maturity benefits in variable annuities with surrender options (English)
0 references
21 November 2016
0 references
variable annuity
0 references
guaranteed minimum maturity benefit
0 references
surrender option
0 references
numerical integration
0 references
hedge ratios
0 references
0 references
