Pricing guaranteed minimum/lifetime withdrawal benefits with various provisions under investment, interest rate and mortality risks

Published 2015 View Full Article

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Title
Pricing guaranteed minimum/lifetime withdrawal benefits with various provisions under investment, interest rate and mortality risks
Authors
Keywords
Guaranteed life withdrawal benefits, Surrender option, Variable annuity, Interest rate risk, Mortality risk
Journal
INSURANCE MATHEMATICS & ECONOMICS
Volume 64, Issue -, Pages 364-379
Publisher
Elsevier BV
Online
2015-04-28
DOI
10.1016/j.insmatheco.2015.04.003

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