The valuation of GMWB variable annuities under alternative fund distributions and policyholder behaviours
Author:
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/03461238.2014.954608
Reference31 articles.
1. Variable annuities: A unifying valuation approach
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4. On the Risk-Neutral Valuation of Life Insurance Contracts with Numerical Methods in View
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