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A Time Series Framework for Pricing Guaranteed Lifelong Withdrawal Benefit |
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| Authors: | Sharma Nitu Dharmaraja S. Arunachalam Viswanathan |
| Affiliation: | 1.Department of Mathematics, Indian Institute of Technology Delhi, Hauz Khas, New Delhi, 110016, India ;2.Departamento de Estadistica, Universidad Nacional de Colombia, Bogotá, Colombia ; |
| Abstract: | Computational Economics - In this work, the pricing problem of a variable annuity (VA) contract embedded with a guaranteed lifelong withdrawal benefit (GLWB) rider has been considered. VAs are... |
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