Risk-neutral valuation of GLWB riders in variable annuities (Q6152701)
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scientific article; zbMATH DE number 7804016
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| default for all languages | No label defined |
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| English | Risk-neutral valuation of GLWB riders in variable annuities |
scientific article; zbMATH DE number 7804016 |
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Risk-neutral valuation of GLWB riders in variable annuities (English)
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13 February 2024
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GLWB
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dynamic withdrawals
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bang-bang condition
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Lévy processes
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stochastic mortality
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0.8413174748420715
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0.8299504518508911
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0.8279735445976257
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0.8189723491668701
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0.8164360523223877
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