Optimal Surrender Policy for Variable Annuity Guarantees

Author:

Bernard Carole,MacKay Anne,Muehlbeyer Max

Publisher

Elsevier BV

Reference20 articles.

1. Pricing guaranteed life insurance participating policies with annual premiums and surrender option;A R Bacinello;North American Actuarial Journal,2003

2. Regression-based algorithms for life insurance contracts with surrender guarantees;A R Bacinello;Journal of Computational and Applied Mathematics,2009

3. A universal pricing framework for guaranteed minimum benefits in variable annuities;D K Bauer;ASTIN Bulletin-Actuarial Studies in Non Life Insurance,2008

4. State-Dependent Fees for Variable Annuity Guarantees

5. Fast simulation of equity-linked life insurance contracts with a surrender option;C Bernard;Proceedings of the 40th Conference on Winter Simulation,2008

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