Pricing Guaranteed Minimum Withdrawal Benefits by Trees
碩士 === 國立臺灣大學 === 財務金融學研究所 === 97 === Guaranteed minimum withdrawal benefits (GMWB) is an innovative rider of variable annuity (VA) policies. In recent years GMWB has gained popularity due to it being an investment-linked insurance while guaranteeing minimum return. The pricing method of GMWB can be...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/83899272619398981647 |