Valuation of variable annuities with guaranteed minimummaturity benefits and periodic fees
Meiqiao Ai,Yunyun Wang, Zhimin Zhang and Dan Zhu
| Year of publication: |
2023
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|---|---|
| Authors: | Ai, Meiqiao ; Wang, Yunyun ; Zhang, Zhimin ; Zhu, Dan |
| Published in: |
Scandinavian actuarial journal. - Stockholm : Taylor & Francis, ISSN 1651-2030, ZDB-ID 2029609-5. - Vol. 2024.2024, 3, p. 252-278
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| Subject: | Variable annuities | optimalsurrender | COS | regime-switching Lévymodel | Private Altersvorsorge | Private retirement provision | Lebensversicherung | Life insurance | Theorie | Theory | Leibrente | Life annuity | Finanzmathematik | Mathematical finance | Altersvorsorge | Retirement provision |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2023.2241193 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014520482