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  • Search: subject:"Guaranteed minimum death benefit"
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Year of publication
Subject
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guaranteed minimum death benefit 3 EM algorithm 2 Lebensversicherung 2 Life insurance 2 Mortality 2 Option pricing theory 2 Optionspreistheorie 2 Sterblichkeit 2 Wiener-Hopf factorization 2 generalized Coxian distribution 2 high-water benefit 2 jump diffusion 2 matrix-analytic methods 2 reserves 2 GMAB 1 GMDB 1 GMxB 1 Leibrente 1 Life annuity 1 Lévy 1 Private Altersvorsorge 1 Private retirement provision 1 Surrender 1 equity-linked 1 lapse 1 mortality 1 pricing 1 valuation 1 variable annuity 1
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Online availability
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Free 3
Type of publication
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Article 3
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2 Article 1
Language
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English 3
Author
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Asmussen, Søren 2 Laub, Patrick J. 2 Yang, Hailiang 2 Aguilar, Jean-Philippe 1 Kirkby, J. Lars 1
Published in...
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Risks 1 Risks : open access journal 1 Scandinavian actuarial journal 1
Source
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ECONIS (ZBW) 2 EconStor 1
Showing 1 - 3 of 3
Cover Image
Valuation and optimal surrender of variable annuities with guaranteed minimum benefits and periodic fees
Kirkby, J. Lars; Aguilar, Jean-Philippe - In: Scandinavian actuarial journal 2023 (2023) 6, pp. 624-654
Persistent link: https://www.econbiz.de/10014383864
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Phase-type models in life insurance: Fitting and valuation of equity-linked benefits
Asmussen, Søren; Laub, Patrick J.; Yang, Hailiang - In: Risks 7 (2019) 1, pp. 1-22
of life insurance products such as guaranteed minimum death benefit and high-water benefit is treated for the case where …
Persistent link: https://www.econbiz.de/10013200435
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Cover Image
Phase-type models in life insurance : fitting and valuation of equity-linked benefits
Asmussen, Søren; Laub, Patrick J.; Yang, Hailiang - In: Risks : open access journal 7 (2019) 1/17, pp. 1-22
of life insurance products such as guaranteed minimum death benefit and high-water benefit is treated for the case where …
Persistent link: https://www.econbiz.de/10012016031
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