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Risk analysis of annuity conversion options in a stochastic mortality environment
Risk analysis of annuity conversion options in a stochastic mortality environment This abstract describes ... guarantees and applies this framework to different annuity conversion options in deferred unit-linked annuities ...- Authors: Jochen Russ, Katja Schilling
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Annuities