A study of guaranteed minimum withdrawal benefits based on the impact of death and mortality
碩士 === 東吳大學 === 商用數學系 === 96 === Guaranteed minimum withdrawal benefit (GMWB) is a very popular rider on variable annuities (VA). It promises annuitants to earn the entire initial investment, regardless of investment performance, yet spread over an established time period. In this paper, we extend t...
Main Authors: | Hung-Chi Wei, 魏宏企 |
---|---|
Other Authors: | Chih-hua Chiao |
Format: | Others |
Language: | zh-TW |
Published: |
2008
|
Online Access: | http://ndltd.ncl.edu.tw/handle/5393b8 |
Similar Items
-
Pricing Guaranteed Minimum Withdrawal Benefits by Trees
by: Hui-Chun Wu, et al.
Published: (2009) -
Valuation of Guaranteed Minimum Withdrawal Benefits for Insurance Products
by: I-Chien Liu, et al.
Published: (2008) -
Pricing guaranteed minimum withdrawal benefits with Lévy processes.
Published: (2012) -
The analysis of risk in guaranteed minimum death and withdraw benefit products under the Monte Carlo Simulation
by: Tsae-Wen Yeh, et al.
Published: (2009) -
Pricing and Hedging the Guaranteed Minimum Withdrawal Benefits in Variable Annuities
by: Liu, Yan
Published: (2010)