Revisiting the Risk-Neutral Approach to Optimal Policyholder Behavior: A Study of Withdrawal Guarantees in Variable Annuities *

DOI10.1093/rof/rfv018zbMath1417.91280OpenAlexW2311049100MaRDI QIDQ4554769

Thorsten Moenig, Daniel J. Bauer

Publication date: 9 November 2018

Published in: Review of Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/rof/rfv018

zbMATH Keywords

variable annuitiesrisk-neutral valuationpolicyholder behaviorwithdrawal guarantees

Mathematics Subject Classification ID

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