Valuation perspectives and decompositions for variable annuities with GMWB riders
Cody B. Hyndman; Menachem Wenger
| Year of publication: |
2014
|
|---|---|
| Authors: | Hyndman, Cody B. ; Wenger, Menachem |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 55.2014, p. 283-290
|
| Subject: | Variable annuity | GMWB | Optimal stopping | Private Altersvorsorge | Private retirement provision | Lebensversicherung | Life insurance | Suchtheorie | Search theory |
| 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/10010366164