Financial valuation of guaranteed minimum withdrawal benefits

Insurance: Mathematics and Economics

Volumn 38, Issue 1, 2006, Pages 21-38

  Milevsky, Moshe A ^a   Salisbury, Thomas S ^b  

^a YORK UNIVERSITY   (Canada)

^b YORK UNIVERSITY   (Canada)

Author keywords

Annuities; Asian options; Pensions; Portfolio insurance; Put options

Indexed keywords

EID: 31544482733     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2005.06.012     Document Type: Article

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