Works matching DE "GUARANTEED lifetime withdrawal benefits (Annuities)"
Results: 9
Pricing and hedging guaranteed minimum withdrawal benefits under a general Lévy framework using the COS method.
- Published in:
- Quantitative Finance, 2018, v. 18, n. 6, p. 1049, doi. 10.1080/14697688.2017.1357832
- By:
- Publication type:
- Article
Regression-based Monte Carlo methods for stochastic control models: variable annuities with lifelong guarantees.
- Published in:
- Quantitative Finance, 2016, v. 16, n. 6, p. 905, doi. 10.1080/14697688.2015.1088962
- By:
- Publication type:
- Article
Valuing guaranteed withdrawal benefits with stochastic interest rates and volatility.
- Published in:
- Quantitative Finance, 2014, v. 14, n. 2, p. 369, doi. 10.1080/14697688.2013.837580
- By:
- Publication type:
- Article
A lattice-based model to evaluate variable annuities with guaranteed minimum withdrawal benefits under a regime-switching model.
- Published in:
- Scandinavian Actuarial Journal, 2017, v. 2017, n. 3, p. 231, doi. 10.1080/03461238.2015.1119716
- By:
- Publication type:
- Article
FAST COMPUTATION OF RISK MEASURES FOR VARIABLE ANNUITIES WITH ADDITIONAL EARNINGS BY CONDITIONAL MOMENT MATCHING.
- Published in:
- Astin Bulletin, 2018, v. 48, n. 1, p. 171, doi. 10.1017/asb.2017.33
- By:
- Publication type:
- Article
FOURIER SPACE TIME-STEPPING ALGORITHM FOR VALUING GUARANTEED MINIMUM WITHDRAWAL BENEFITS IN VARIABLE ANNUITIES UNDER REGIME-SWITCHING AND STOCHASTIC MORTALITY.
- Published in:
- Astin Bulletin, 2018, v. 48, n. 1, p. 139, doi. 10.1017/asb.2017.23
- By:
- Publication type:
- Article
Optimal Distribution Rules for Defined Contribution Plans: What Can the United States Learn from Other Countries?
- Published in:
- ABA Journal of Labor & Employment Law, 2012, v. 28, n. 1, p. 27
- By:
- Publication type:
- Article
The effect of retirement taxation rules on the value of guaranteed lifetime withdrawal benefits.
- Published in:
- Annals of Actuarial Science, 2020, v. 14, n. 1, p. 83, doi. 10.1017/S1748499519000058
- By:
- Publication type:
- Article
Innovative Uses of Variable Annuities for Legacy Planning.
- Published in:
- 2015
- By:
- Publication type:
- Opinion