Tha Valuation of guaranteed lifelong withdrawal benefit options in variable annuity contracts and the impact of mortality risk
Contenido multimedia no disponible por derechos de autor o por acceso restringido. Contacte con la institución para más información.
| Tag | 1 | 2 | Valor |
|---|---|---|---|
| LDR | 00000cab a2200000 4500 | ||
| 001 | MAP20110036164 | ||
| 003 | MAP | ||
| 005 | 20110601115407.0 | ||
| 008 | 110524e20110103esp|||p |0|||b|spa d | ||
| 040 | $aMAP$bspa$dMAP | ||
| 084 | $a1 | ||
| 100 | $0MAPA20110016906$aPiscopo, Gabriella | ||
| 245 | 0 | 0 | $aTha Valuation of guaranteed lifelong withdrawal benefit options in variable annuity contracts and the impact of mortality risk$cGabriella Piscopo, Steven Haberman |
| 520 | $aIn light of the growing importance of the variable annuities market, in this paper authors introduce a theoretical model for the pricing and valuation of guaranteed lifelong withdrawal benefit (GLWB) options embedded in variable annuity products. As the name suggests, this option offers a lifelong withdrawal guarantee, therefore, there is no limit on the total amount htat is withdrawn over the term of the policy vecause if the account value becomes zero while the insured is still alive, he or she continues to receive the guaranteed amount annually until death | ||
| 650 | 1 | $0MAPA20080579258$aCálculo actuarial | |
| 650 | 1 | $0MAPA20080602437$aMatemática del seguro | |
| 650 | 1 | $0MAPA20080588953$aAnálisis de riesgos | |
| 650 | 1 | $0MAPA20080555306$aMortalidad | |
| 650 | 1 | $0MAPA20080555016$aLongevidad | |
| 700 | 1 | $0MAPA20080165116$aHaberman, Steven | |
| 773 | 0 | $wMAP20077000239$tNorth American actuarial journal$dSchaumburg : Society of Actuaries, 1997-$x1092-0277$g03/01/2011 Tomo 15 Número 1 - 2011 |