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A Comonotonicity-based Valuation Method for Annuity-linked Contracts
A Comonotonicity-based Valuation Method for Annuity-linked Contracts This abstract describes ... a paper that considers the valuation of a guaranteed annuity option (GAO) under a generalized modeling ...- Authors: Xiaoming Liu, Huan Gao, ROGEMAR SOMBONG MAMON
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Annuities
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A Generalized Modeling Framework for Guaranteed Annuity Options
Mamon4 1University of Western Ontario, Canada ; mmiljano@uwo.ca 2University of Western Ontario, Canada; ... ca 3University of Western Ontario, Canada; xliu@stats.uwo.ca 4University of Western Ontario, Canada; ...- Authors: Milos Miljanovic, Huan Gao, ROGEMAR SOMBONG MAMON
- Date: Feb 2014