A lattice-based model to evaluate variable annuities with guaranteed minimum withdrawal benefits under a regime-switching model (Q4575461)

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scientific article; zbMATH DE number 6903659
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A lattice-based model to evaluate variable annuities with guaranteed minimum withdrawal benefits under a regime-switching model
scientific article; zbMATH DE number 6903659

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    A lattice-based model to evaluate variable annuities with guaranteed minimum withdrawal benefits under a regime-switching model (English)
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    13 July 2018
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    minimum guaranteed withdrawal benefit
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    variable annuities
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    regime-switching models
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