The effect of the assumed interest rate and smoothing on variable annuities
Year of publication: |
2020
|
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Authors: | Balter, Anne G. ; Werker, Bas J. M. |
Published in: |
ASTIN bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge Univ. Press, ISSN 1783-1350, ZDB-ID 2148228-7. - Vol. 50.2020, 1, p. 131-154
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Subject: | Optimal consumption | certainty equivalent loss | variable annuities | assumed interest rates | conversion risk | smoothing financial market shocks | Zins | Interest rate | Theorie | Theory | Schock | Shock | Private Altersvorsorge | Private retirement provision | Lebensversicherung | Life insurance | Risiko | Risk | Kapitaleinkommen | Capital income |
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