Revisiting the Risk-Neutral Approach to Optimal Policyholder Behavior: A Study of Withdrawal Guarantees in Variable Annuities *-Reference-Cited by-同舟云学术

Revisiting the Risk-Neutral Approach to Optimal Policyholder Behavior: A Study of Withdrawal Guarantees in Variable Annuities *

Published:2015-05-25 Issue:2 Volume:20 Page:759-794
ISSN:1573-692X
Container-title:Review of Finance
language:en
Short-container-title:

Author:

Moenig Thorsten¹,Bauer Daniel²

Affiliation:

1. University of St. Thomas and

2. Georgia State University

Publisher

Oxford University Press (OUP)

Subject

Finance,Economics and Econometrics,Accounting

Link

http://academic.oup.com/rof/article-pdf/20/2/759/26316955/rfv018.pdf

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2. The tradeoff between mortgage prepayments and tax-deferred retirement savings;Amromin;Journal of Public Economics,2007

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

4. The valuation of GMWB variable annuities under alternative fund distributions and policyholder behaviours;Bacinello;Scandinavian Actuarial Journal,2015

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