| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5076888 | Insurance: Mathematics and Economics | 2013 | 12 Pages |
Abstract
⺠Developing a flexible method for pricing Guaranteed Minimum Withdrawal Benefits (GMWBs). ⺠Analyzing popular provisions, say the deferred annuity, which are rarely addressed in literature. ⺠Incorporating the mortality improvements into our numerical pricing model. ⺠Analyzing how mortality improvements and GMWB provisions influence the fair insurance fees.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Sharon S. Yang, Tian-Shyr Dai,