The effect of the assumed interest rate and smoothing on variable annuities (Q5213442)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7162002
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The effect of the assumed interest rate and smoothing on variable annuities |
scientific article; zbMATH DE number 7162002 |
Statements
THE EFFECT OF THE ASSUMED INTEREST RATE AND SMOOTHING ON VARIABLE ANNUITIES (English)
0 references
3 February 2020
0 references
optimal consumption
0 references
certainty equivalent loss
0 references
variable annuities
0 references
assumed interest rates
0 references
conversion risk
0 references
smoothing financial market shocks
0 references
0 references
0 references
0 references
0.757632315158844
0 references
0.7552016973495483
0 references
0.75144362449646
0 references
0.7437818646430969
0 references
0.7348928451538086
0 references
