Valuing guaranteed minimum death benefit options in variable annuities under a benchmark approach

T. Marquardt, E. Platen and S. Jaschke

Year of publication:	2008
Authors:	Marquardt, Tina Marie ; Platen, Eckhard ; Jaschke, Stefan R.
Publisher:	Sydney : Quantitative Finance Research Centre
Subject:	Variable Annuitäten \| Rentenfonds \| Bond fund \| Risikomodell \| Risk model \| Haftung \| Liability \| Portfolio-Management \| Portfolio selection \| Institutioneller Investor \| Institutional investor \| Theorie \| Theory

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