Valuation of guaranteed minimum maturity benefits in variable annuities with surrender options

标题
Valuation of guaranteed minimum maturity benefits in variable annuities with surrender options
作者
关键词
Variable annuity, Guaranteed minimum maturity benefit, Surrender option, Numerical integration, Hedge ratios
出版物
INSURANCE MATHEMATICS & ECONOMICS
Volume 69, Issue -, Pages 127-137
出版商
Elsevier BV
发表日期
2016-05-13
DOI
10.1016/j.insmatheco.2016.04.006

向作者/读者发起求助以获取更多资源

Reprint

联系作者

Find the ideal target journal for your manuscript

Explore over 38,000 international journals covering a vast array of academic fields.

Search

Add your recorded webinar

Do you already have a recorded webinar? Grow your audience and get more views by easily listing your recording on Peeref.

Upload Now