Risk analysis of annuity conversion options in a stochastic mortality environment (Q5419641)
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scientific article; zbMATH DE number 6302683
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| English | Risk analysis of annuity conversion options in a stochastic mortality environment |
scientific article; zbMATH DE number 6302683 |
Statements
RISK ANALYSIS OF ANNUITY CONVERSION OPTIONS IN A STOCHASTIC MORTALITY ENVIRONMENT (English)
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11 June 2014
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financial risk
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longevity risk
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guaranteed annuity option
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guaranteed minimum income benefit
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valuation and risk analysis of embedded guarantees
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0.7817620038986206
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0.780907928943634
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0.7649185061454773
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0.7600246071815491
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