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

DOI10.1080/10920277.2010.10597575MaRDI QIDQ3088972zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

Recommendations

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Cites work

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

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
• Statutory financial reporting for variable annuity guaranteed death benefits: market practice, mathematical modeling and computation
• Applications of central limit theorems for equity-linked insurance
• Policyholder exercise behavior in life insurance: the state of affairs
• The economics of a secondary market for variable annuities

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