Valuation and optimal surrender of variable annuities with guaranteed minimum benefits and periodic fees

J. Lars Kirkby, Jean-Philippe Aguilar

Year of publication:	2023
Authors:	Kirkby, J. Lars ; Aguilar, Jean-Philippe
Subject:	equity-linked \| GMAB \| GMDB \| GMxB \| guaranteed minimum death benefit \| lapse \| Lévy \| mortality \| pricing \| Surrender \| valuation \| variable annuity \| Sterblichkeit \| Mortality \| Lebensversicherung \| Life insurance \| Optionspreistheorie \| Option pricing theory \| Leibrente \| Life annuity \| Private Altersvorsorge \| Private retirement provision

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