A universal pricing framework for guaranteed minimum benefits in variable annuities

ASTIN Bulletin

Volumn 38, Issue 2, 2008, Pages 621-651

  Bauer, Daniel ^a,b   Kling, Alexander ^b   Russ, Jochen ^b  

^a GEORGIA STATE UNIVERSITY   (United States)

^b Institut fur Finanz und Aktuarwissenschaften   (Germany)

Author keywords

Guaranteed minimum benefits; Risk neutral valuation; Variable annuity

Indexed keywords

EID: 58149173358     PISSN: 05150361     EISSN: 17831350     Source Type: Journal    
DOI: 10.2143/AST.38.2.2033356     Document Type: Article

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