Valuation of a Guaranteed Minimum Income Benefit
Author:
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/10920277.2010.10597576
Reference12 articles.
1. The fair valuation problem of guaranteed annuity options: The stochastic mortality environment case
2. A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities
3. Arbitrage Theory in Continuous Time
4. Guaranteed Annuity Options
5. A numerical scheme for the impulse control formulation for pricing variable annuities with a guaranteed minimum withdrawal benefit (GMWB)
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