Equity-linked Guaranteed Minimum Death Benefits with dollar cost averaging

Author:

Kirkby J. Lars,Nguyen Duy

Publisher

Elsevier BV

Subject

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

Reference89 articles.

1. Some pricing tools for the Variance Gamma model;Aguilar;International Journal of Theoretical and Applied Finance,2020

2. Pricing, risk and volatility in subordinated market models;Aguilar;Risks,2020

3. A bivariate model for evaluating equity-linked policies with surrender option;Angelis;Scandinavian Actuarial Journal,2016

4. The existence of optimal bang-bang controls for GMxB contracts;Azimzadeh;SIAM Journal on Financial Mathematics,2015

5. Endogenous model of surrender conditions in equity-linked life insurance;Bacinello;Insurance. Mathematics & Economics,2005

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