Systematic mortality risk: an analysis of guaranteed lifetime withdrawal benefits in variable annuities
From MaRDI portal
Publication:2513624
DOI10.1016/j.insmatheco.2014.06.010zbMath1304.91103OpenAlexW3122865594MaRDI QIDQ2513624
Man Chung Fung, Michael Sherris, Katja Ignatieva
Publication date: 28 January 2015
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2014.06.010
model riskvariable annuityparameter riskstatic hedgingsystematic mortality riskguaranteed lifetime withdrawal benefits (GLWB)
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