Pricing guaranteed minimum/lifetime withdrawal benefits with various provisions under investment, interest rate and mortality risks (Q495504)
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scientific article; zbMATH DE number 6481787
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| English | Pricing guaranteed minimum/lifetime withdrawal benefits with various provisions under investment, interest rate and mortality risks |
scientific article; zbMATH DE number 6481787 |
Statements
Pricing guaranteed minimum/lifetime withdrawal benefits with various provisions under investment, interest rate and mortality risks (English)
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14 September 2015
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guaranteed life withdrawal benefits
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surrender option
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variable annuity
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interest rate risk
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mortality risk
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0.9208148
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0.9017289
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0.8841818
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0.8828274
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0.87925005
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0.87461305
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0.8722631
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0.86328787
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