Browsing by Subject Variable annuities

Showing results 1 to 3 of 3
PreviewIssue DateTitleAuthor(s)
Copertina_DEAMS_RP_4_Bacinello_Millossovich_Montealegre-1.jpg.jpg2013A Dynamic Programming Algorithm for the Valuation of Guaranteed Minimum Withdrawal Benefits in Variable AnnuitiesBacinello, Anna Rita; Millossovich, Pietro; Montealegre, Alvaro
DEAMS_RP_2015_1_Scorrano_cover.jpg.jpg5-May-2015On the pricing of the GLWB option in a Variable Annuity contractScorrano, Mariangela
DEAMS_RP_2017_1 Bacinello_cover.jpg.jpg2017Variable Annuities with State-Dependent Fees: Valuation, Numerical Implementation, Comparative Static Analysis and Model RiskBacinello, Anna Rita; Zoccolan, Ivan