Analytical pricing of variable annuities
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Publication:4968531
zbMATH Open1418.91013MaRDI QIDQ4968531FDOQ4968531
Authors: M. Krayzler 
Publication date: 16 July 2019
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- Variable annuity pricing, valuation, and risk management: a survey
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- Closed-form solutions for guaranteed minimum accumulation and death benefits
- Pricing and hedging of variable annuities with state-dependent fees
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- A general model for the analysis and valuation of guaranteed minimum benefits in fonds policies
- Are flexible premium variable annuities under-priced?
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