The effect of policyholder transfer behavior on the value of guaranteed minimum death benefits

DOI10.1080/10920277.2010.10597575zbMATH Open1219.91073OpenAlexW1508667196MaRDI QIDQ3088972FDOQ3088972

Authors: Eric R. Ulm 

Publication date: 23 August 2011

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2010.10597575

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Mathematics Subject Classification ID

Cites Work

• Handbook of linear partial differential equations for engineers and scientists
• Analytic Solution for Return of Premium and Rollup Guaranteed Minimum Death Benefit Options Under Some Simple Mortality Laws

Cited In (8)

• Risk-based capital for variable annuity under stochastic interest rate
• On the interaction between transfer restrictions and crediting strategies in guaranteed funds
• Pricing and hedging variable annuity guarantees with multiasset stochastic investment models
• Valuing variable annuities with guaranteed minimum lifetime withdrawal benefits
• Policyholder exercise behavior in life insurance: the state of affairs
• Statutory financial reporting for variable annuity guaranteed death benefits: market practice, mathematical modeling and computation
• Applications of central limit theorems for equity-linked insurance
• The economics of a secondary market for variable annuities

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