A lattice-based model to evaluate variable annuities with guaranteed minimum withdrawal benefits under a regime-switching model (Q4575461)
From MaRDI portal
scientific article; zbMATH DE number 6903659
Language | Label | Description | Also known as |
---|---|---|---|
English | A lattice-based model to evaluate variable annuities with guaranteed minimum withdrawal benefits under a regime-switching model |
scientific article; zbMATH DE number 6903659 |
Statements
A lattice-based model to evaluate variable annuities with guaranteed minimum withdrawal benefits under a regime-switching model (English)
0 references
13 July 2018
0 references
minimum guaranteed withdrawal benefit
0 references
variable annuities
0 references
regime-switching models
0 references
0 references