A time series framework for pricing guaranteed lifelong withdrawal benefit
Nitu Sharma, S. Dharmaraja, Viswanathan Arunachalam
| Year of publication: |
2021
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|---|---|
| Authors: | Sharma, Nitu ; Dharmaraja, Selvamuthu ; Arunachalam, Viswanathan |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 58.2021, 4, p. 1225-1261
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| Subject: | Annuities | Lifetime income | Lifelong guarantee | Variable annuity | GARCH modelling | GLWB pricing | Zeitreihenanalyse | Time series analysis | Lebensversicherung | Life insurance | Private Altersvorsorge | Private retirement provision | Altersvorsorge | Retirement provision | ARCH-Modell | ARCH model | Lebenseinkommen | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-020-09999-9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012697910