Impact of Flexible Periodic Premiums on Variable Annuity Guarantees-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Impact of Flexible Periodic Premiums on Variable Annuity Guarantees

Published:2016-08-30 Issue:1 Volume:21 Page:63-86
ISSN:1092-0277
Container-title:North American Actuarial Journal
language:en
Short-container-title:North American Actuarial Journal

Author:

Bernard Carole¹,Cui Zhenyu²,Vanduffel Steven³

Affiliation:

1. Department of Accounting, Law and Finance, Grenoble Ecole de Management, Grenoble, France

2. Financial Engineering Division, School of Systems and Enterprises, Stevens Institute of Technology, Hoboken, New Jersey

3. Faculty of Economic and Social Sciences and Solvay Business School, Vrije Universiteit Brussel, Brussels, Belgium

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/10920277.2016.1209119

Reference29 articles.

1. General Lower Bounds for Arithmetic Asian Option Prices

2. A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities

3. Semi-static hedging of variable annuities

4. Bounds on contingent claims based on several assets

5. Guaranteed Annuity Options

Cited by 17 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Valuation of guaranteed lifelong withdrawal benefit with the long-term care option;Insurance: Mathematics and Economics;2024-11

2. Proposal for a comprehensive retirement insurance solution (CRIS) to mitigate retirement risk based on theory of change;Economics and Business Review;2024-07-04

3. Optimal investment-disinvestment choices in health-dependent variable annuity;Insurance: Mathematics and Economics;2024-07

4. Conditional Moment Matching and Stratified Approximation for Pricing and Hedging Periodic-Premium Variable Annuities;Methodology and Computing in Applied Probability;2024-04-11

5. Valuation of variable annuities with guaranteed minimum maturity benefits and periodic fees;Scandinavian Actuarial Journal;2023-07-31

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号京ICP备18003416号-3