Pricing guaranteed minimum/lifetime withdrawal benefits with various provisions under investment, interest rate and mortality risks
Tian-Shyr Dai; Sharon S. Yang; Liang-Chih Liu
| Year of publication: |
2015
|
|---|---|
| Authors: | Dai, Tian-Shyr ; Yang, Sharon S. ; Liu, Liang-Chih |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 64.2015, p. 364-379
|
| Subject: | Guaranteed life withdrawal benefits | Surrender option | Variable annuity | Interest rate risk | Mortality risk | Sterblichkeit | Mortality | Zins | Interest rate | Lebensversicherung | Life insurance | Zinsrisiko | Risiko | Risk | Altersvorsorge | Retirement provision | Optionspreistheorie | Option pricing theory | Risikomodell | Risk model | Private Altersvorsorge | Private retirement provision |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011398106