Incorporation of Stochastic Policyholder Behavior in Analytical Pricing of GMABs and GMDBs

Title:: Incorporation of Stochastic Policyholder Behavior in Analytical Pricing of GMABs and GMDBs
Author(s):: Escobar, Marcos; Krayzler, Mikhail; Ramsauer, Franz; Saunders, David; Zagst, Rudi
Journal title:: Risks
Year:: 2016
Journal volume:: 4
Journal issue:: 4
Pages contribution:: 41
Fulltext / DOI:: doi:10.3390/risks4040041
Publisher:: MDPI AG
E-ISSN:: 2227-9091
Date of publication:: 08.11.2016
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