Pesquisa de referências

Tha Valuation of guaranteed lifelong withdrawal benefit options in variable annuity contracts and the impact of mortality risk

Recurso electrónico / electronic resource
Registro MARC
Tag12Valor
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
24500‎$a‎Tha Valuation of guaranteed lifelong withdrawal benefit options in variable annuity contracts and the impact of mortality risk‎$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suggests, this option offers a lifelong withdrawal guarantee, therefore, there is no limit on the total amount htat is withdrawn over the term of the policy vecause if the account value becomes zero while the insured is still alive, he or she continues to receive the guaranteed amount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
7001 ‎$0‎MAPA20080165116‎$a‎Haberman, Steven
7730 ‎$w‎MAP20077000239‎$t‎North American actuarial journal‎$d‎Schaumburg : Society of Actuaries, 1997-‎$x‎1092-0277‎$g‎03/01/2011 Tomo 15 Número 1 - 2011