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Showing 1 to 2 of 2 for “"Variable annuity guaranteed benefits"”.
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Variable annuity guaranteed lifetime withdrawal benefit and decentralized insurance
… we mainly consider two aspects related to variable annuity guaranteed lifetime withdrawal benefit and peer-to-peer risk sharing. In the first part of this thesis, we study the variable annuity with guaranteed benefits. We model the guaranteed lifetime withdrawal benefit (GLWB) with step-up …
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On intrinsic ultracontractivity of perturbed Levy processes and applications of Levy processes in actuarial mathematics
… and risk management problem of certain exotic variable annuity products. In particular, we consider two variable annuity products with guaranteed benefits, the Guaranteed Minimum Accumulation Benefit (GMAB) and the Guaranteed Minimum Withdrawal Benefit (GMWB). For the first one, we develop …