The impact of policyholder behavior on pricing, hedging, and hedge efficiency of withdrawal benefit guarantees in variable annuities
Erstveröffentlichung
2014
Wissenschaftlicher Artikel
Published in
European Actuarial Journal ; 4 (2014), 2. - S. 281-314. - ISSN 2190-9733. - eISSN 2190-9741
Link to publication
https://dx.doi.org/10.1007/s13385-014-0093-0Institutions
Institut für Finanz- und Aktuarwissenschaften in Verbindung mit der Universität Ulm (ifa)Subject headings
[Free subject headings]: Variable annuities | Guaranteed lifetime withdrawal benefits | Policyholder behavior | Pricing | Hedging | Hedge performance | Model risk[DDC subject group]: DDC 300 / Social sciences