The valuation of GMWB variable annuities under alternative fund distributions and policyholder behaviours (Q4576977)
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scientific article; zbMATH DE number 6901762
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| English | The valuation of GMWB variable annuities under alternative fund distributions and policyholder behaviours |
scientific article; zbMATH DE number 6901762 |
Statements
The valuation of GMWB variable annuities under alternative fund distributions and policyholder behaviours (English)
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11 July 2018
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variable annuities
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GMWB
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dynamic approach
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Lévy processes
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policyholder's behaviour
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0.8583347797393799
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0.8363187313079834
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0.8356825709342957
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0.8343181014060974
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