Add to ORKGKey words: variable annuities, guaranteed minimum living benefits, risk-neutral valua
We determine the optimal allocation of funds between the fixed and variable sub-accounts in a variab...
Variable annuities with Guaranteed Minimum Withdrawal Benefits (GMWB) entitle the policy holder to p...
In this paper we present a dynamic programming algorithm for pricing variable annuities with Guaran...
This paper examines variable annuities (VA) that include a guaranteed minimum withdrawal lifetime be...
In the first chapter, the thesis contains a description of variable annuity and description of four ...
Variable annuities (VAs) are among the most complex and controversial products in the investment uni...
The research examines the lapse risk inherent to the guaranteed lifelong withdrawal benefit option e...
We evaluate lifecycle consumption and portfolio allocation patterns resulting from access to Guarant...
A letter report issued by the Government Accountability Office with an abstract that begins "Annuiti...
Anna Abaimova for helpful research assistance. We use No Arbitrage techniques to value an insurance ...
n light of the growing importance of the variable annuities market, in this paper we introduce a the...
The guaranteed minimum withdrawal benefit (GMWB) rider, as an add on to a variable annuity (VA), gua...
A variable annuity contract with Guaranteed Minimum Withdrawal Benefit (GMWB) promises to return the...
In this paper, we present a dynamic programming algorithm for pricing variable annuities with Guaran...
Because human capital is often the largest asset an investor possesses when he is young, protecting ...
We determine the optimal allocation of funds between the fixed and variable sub-accounts in a variab...
Variable annuities with Guaranteed Minimum Withdrawal Benefits (GMWB) entitle the policy holder to p...
In this paper we present a dynamic programming algorithm for pricing variable annuities with Guaran...
This paper examines variable annuities (VA) that include a guaranteed minimum withdrawal lifetime be...
In the first chapter, the thesis contains a description of variable annuity and description of four ...
Variable annuities (VAs) are among the most complex and controversial products in the investment uni...
The research examines the lapse risk inherent to the guaranteed lifelong withdrawal benefit option e...
We evaluate lifecycle consumption and portfolio allocation patterns resulting from access to Guarant...
A letter report issued by the Government Accountability Office with an abstract that begins "Annuiti...
Anna Abaimova for helpful research assistance. We use No Arbitrage techniques to value an insurance ...
n light of the growing importance of the variable annuities market, in this paper we introduce a the...
The guaranteed minimum withdrawal benefit (GMWB) rider, as an add on to a variable annuity (VA), gua...
A variable annuity contract with Guaranteed Minimum Withdrawal Benefit (GMWB) promises to return the...
In this paper, we present a dynamic programming algorithm for pricing variable annuities with Guaran...
Because human capital is often the largest asset an investor possesses when he is young, protecting ...
We determine the optimal allocation of funds between the fixed and variable sub-accounts in a variab...
Variable annuities with Guaranteed Minimum Withdrawal Benefits (GMWB) entitle the policy holder to p...
In this paper we present a dynamic programming algorithm for pricing variable annuities with Guaran...