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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| 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 |
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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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0.8320924043655396
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0.8237617015838623
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0.8182885050773621
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0.8148964047431946
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