Time series model for GLWB with surrender benefit and stochastic interest rate: dynamic withdrawal approach (Q6581501)
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scientific article; zbMATH DE number 7889634
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| English | Time series model for GLWB with surrender benefit and stochastic interest rate: dynamic withdrawal approach |
scientific article; zbMATH DE number 7889634 |
Statements
Time series model for GLWB with surrender benefit and stochastic interest rate: dynamic withdrawal approach (English)
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30 July 2024
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dynamic withdrawal
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GARCH modeling
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GLWB pricing
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GLWB rider
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surrender option
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variable annuity
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