Concepedia

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Closed-form solutions for Guaranteed Minimum Accumulation and Death Benefits

DOI

13

Citations

30

References

2016

Year

Mikhail Krayzler, Rudi Zagst, Bernhard Brunner
European Actuarial Journal

References

YearCitations

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Actuarial Mathematics.

Louis M. Friedler, Newton L. Bowers, Hans U. Gerber,

American Mathematical Monthly

1986

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1976

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One-Factor Interest-Rate Models and the Valuation of Interest-Rate Derivative Securities

John Hull, Alan White

Journal of Financial and Quantitative Analysis

1993

484

Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts

Mikkel Dahl

Insurance Mathematics and Economics

2004

364

A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities

Daniel J. Bauer, Alexander Kling

Astin Bulletin

2008

288

Financial valuation of guaranteed minimum withdrawal benefits

Moshe A. Milevsky, Thomas S. Salisbury

Insurance Mathematics and Economics

2005

269

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