Systematic mortality risk : an analysis of guaranteed lifetime withdrawal benefits in variable annuities
Man Chung Fung; Katja Ignatieva; Michael Sherris
| Year of publication: |
2014
|
|---|---|
| Authors: | Fung, Man Chung ; Ignatieva, Ekaterina ; Sherris, Michael |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 58.2014, p. 103-115
|
| Subject: | Variable annuity | Guaranteed lifetime withdrawal benefits (GLWB) | Systematic mortality risk | Parameter risk | Model risk | Static hedging | Sterblichkeit | Mortality | Lebensversicherung | Life insurance | Risiko | Risk | Risikomodell | Risk model | Hedging | Theorie | Theory | Altersvorsorge | Retirement provision | Risikomanagement | Risk management | CAPM | 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/10010437618