Valuation perspectives and decompositions for variable annuities with GMWB riders
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Publication:743168
DOI10.1016/j.insmatheco.2014.02.004zbMath1296.91158arXiv1307.2562OpenAlexW2069440683MaRDI QIDQ743168
Menachem Wenger, Cody Blaine Hyndman
Publication date: 22 September 2014
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1307.2562
Related Items (6)
Valuation of guaranteed minimum maturity benefits in variable annuities with surrender options ⋮ Long guarantees with short duration: the rolling annuity ⋮ Valuing guaranteed minimum accumulation benefits by a change of numéraire approach ⋮ Hedging longevity risk in defined contribution pension schemes ⋮ Policyholder Exercise Behavior in Life Insurance: The State of Affairs ⋮ The time of deducting fees for variable annuities under the state-dependent fee structure
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