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Evaluating variable annuities with GMWB when exogenous factors influence the policy-holder's withdrawals
Costabile, Massimo; Massabo, Ivar; Russo, Emilio - In: The European journal of finance 26 (2020) 2/3, pp. 238-257
Persistent link: https://www.econbiz.de/10012207205
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A flexible lattice framework for valuing options on assets paying discrete dividends and variable annuities embedding GMWB riders
De Angelis, Paolo; De Marchis, Roberto; Martire, Antonio L. - In: Decisions in economics and finance : a journal of … 45 (2022) 1, pp. 415-446
Persistent link: https://www.econbiz.de/10013380577
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Surrender and path-dependent guarantees in variable annuities : integral equation solutions and benchmark methods
Martire, Antonio L.; Russo, Emilio; Staino, Alessandro - In: Decisions in economics and finance : a journal of … 46 (2023) 1, pp. 177-220
Persistent link: https://www.econbiz.de/10014321412