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Variable annuities in a Lévy-based hybrid model with surrender risk
Ballotta, Laura; Eberlein, Ernst; Schmidt, Thorsten; … - In: Quantitative finance 20 (2020) 5, pp. 867-886
Persistent link: https://www.econbiz.de/10012262632
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Pricing of guaranteed minimum withdrawal benefits in variable annuities under stochastic volatility, stochastic interest rates and stochastic mortality via the componentwise splitt...
Gudkov, Nikolay; Ignatieva, Ekaterina; Ziveyi, Jonathan - In: Quantitative finance 19 (2019) 3, pp. 501-518
Persistent link: https://www.econbiz.de/10012194671
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Optimal portfolio choice of couples with tax-deferred accounts and survival-contingent products
Bae, Sanghyeon; Lee, Yongjae; Kim, Woo Chang - In: Quantitative finance 23 (2023) 11, pp. 1597-1615
Persistent link: https://www.econbiz.de/10014419181