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guaranteed annuity option

option de rente garantie

assurance - iate.europa.eu

17:00 - 17:30 Huan Georgia Gao (Bank of Montreal), Risk Measurement of a Guaranteed Annuity Option under a Stochastic Environment

12:00 - 17:30 Huan Gao (The University of Western Ontario), Mesure du risque d'une option de rente garantie dans un environnement stochastique

général - CCMatrix (Wikipedia + CommonCrawl)

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Interest rate market models and their uses in insurance products....p.15Chapter 4 --- Guaranteed Annuity Options under BMM --- p.16Chapter...

général - core.ac.uk - PDF: repository.lib.cuhk.edu.hk

Reserving, pricing and hedging for policies with guaranteed annuity options. forthcomingIn this paper we consider reserving and pricing methodologies for a pensions-type contract with a simple form of guaranteed annuity option....

PDF: citeseerx.ist.psu.edu

Applications of forward mortality factor models in life insurance practice*... In particular, we calculate the Economic Capital for a stylised life insurer, we present a closed-form solution for the value of a Guaranteed Annuity Option, and we derive the fair option fee for a Guaranteed Minimum Income Benefit within a Variable Annuity contract....

PDF: www.palgrave-journals.com

Stochastic volatility calibration pricing impact of stochastic volatilityA Guaranteed Annuity Option (GAO) gives the holder the right to receive at the retirement data T either a cash payment equal to the investment in the equity fund S(T) or a life ...

PDF: citeseerx.ist.psu.edu