GUARANTEED MINIMUM WITHDRAWAL BENEFIT IN VARIABLE ANNUITIES

Author:

Dai Min,Kuen Kwok Yue,Zong Jianping

Publisher

Wiley

Subject

Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Finance,Accounting

Reference17 articles.

1. Convergence of Numerical Schemes for Parabolic Equation Arising in Finance Theory;Barles;Math. Models Methods Appl. Sci.,1995

2. Convergence of Approximation Schemes for Fully Nonlinear Second Order Equations;Barles;Asympt. Anal.,1991

3. Reset and Withdrawal Rights in Dynamic Fund Protection;Chu;Insurance: Math. Econ.,2004

4. Hedging Guarantees in Variable Annuities under Both Equity and Interest Rate Risks;Coleman;Insurance: Math. Econ.,2006

5. User's Guide to Viscosity Solutions of Second Order Partial Differential Equations;Crandal;Bull. Amer. Soc.,1992

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