The GMWB guarantee embedded in Life Insurance Contracts: Fair Value Pricing Problem-Reference-Cited by-同舟云学术

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The GMWB guarantee embedded in Life Insurance Contracts: Fair Value Pricing Problem

Published:2023-01 Issue: Volume:51 Page:103327
ISSN:1544-6123
Container-title:Finance Research Letters
language:en
Short-container-title:Finance Research Letters

Author:

Mrad Fatma,Hamdi Haykel^ORCID,Naoui Kamel^ORCID,Abid Ilyes

Publisher

Elsevier BV

Subject

Finance

Reference22 articles.

1. Pricing and hedging guaranteed minimum withdrawal benefits under a general Lévy framework using the COS method;Alonso-García;Quantitative Finance,2018

2. The valuation of GMWB variable annuities under alternative fund distributions and policyholder behaviours;Bacinello;Scandinavian Actuarial Journal,2016

3. Variable annuities: A unifying valuation approach;Bacinello;Insurance: Mathematics and Economics,2011

4. Lapse risk in life insurance: Correlation and contagion effects among policyholders’ behaviors;Barsotti;Insurance: Mathematics and Economics,2016

5. Securitizing and tranching longevity exposures;Biffis;Insurance: Mathematics and Economics,2010

Cited by 1 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. Evaluating the Factors of CGTMSE Scheme in Bank by Using Fuzzy AHP;2023 6th International Conference on Contemporary Computing and Informatics (IC3I);2023-09-14

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