Incorporation of stochastic policyholder behavior in analytical pricing of GMABs and GMDBs

Marcos Escobar, Mikhail Krayzler, Franz Ramsauer, David Saunders, Rudi Zagst

Research output: Contribution to journalArticlepeer-review

11 Scopus citations

Fingerprint

Dive into the research topics of 'Incorporation of stochastic policyholder behavior in analytical pricing of GMABs and GMDBs'. Together they form a unique fingerprint.

Keyphrases

Mathematics