Valuing variable annuities with guaranteed minimum lifetime withdrawal benefits
Year of publication: |
2015
|
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Authors: | Steinorth, Petra ; Mitchell, Olivia S. |
Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 64.2015, p. 246-258
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Subject: | Annuity | Guarantee | Lifetime income | Life cycle model | Portfolio allocation | Longevity protection | Sterblichkeit | Mortality | Lebenszyklus | Life cycle | Theorie | Theory | Altersvorsorge | Retirement provision | Portfolio-Management | Portfolio selection | Lebenseinkommen | Private Altersvorsorge | Private retirement provision | Lebensversicherung | Life insurance | Leibrente | Life annuity | Risiko | Risk |
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