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Related papers: Variable Annuity with GMWB: surrender or not, that…

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A variable annuity contract with Guaranteed Minimum Withdrawal Benefit (GMWB) promises to return the entire initial investment through cash withdrawals during the contract plus the remaining account balance at maturity, regardless of the…

Pricing of Securities · Quantitative Finance 2017-01-17 Pavel V. Shevchenko , Xiaolin Luo

A variable annuity contract with Guaranteed Minimum Withdrawal Benefit (GMWB) promises to return the entire initial investment through cash withdrawals during the policy life plus the remaining account balance at maturity, regardless of the…

Pricing of Securities · Quantitative Finance 2014-11-03 Xiaolin Luo , Pavel Shevchenko

Variable annuities with Guaranteed Minimum Withdrawal Benefits (GMWB) entitle the policy holder to periodic withdrawals together with a terminal payoff linked to the performance of an equity fund. In this paper, we consider the valuation of…

Pricing of Securities · Quantitative Finance 2023-08-08 Claudio Fontana , Francesco Rotondi

In this paper we present a numerical valuation of variable annuities with combined Guaranteed Minimum Withdrawal Benefit (GMWB) and Guaranteed Minimum Death Benefit (GMDB) under optimal policyholder behaviour solved as an optimal stochastic…

Computational Finance · Quantitative Finance 2015-04-10 Xiaolin Luo , Pavel V. Shevchenko

A large collection of financial contracts offering guaranteed minimum benefits are often posed as control problems, in which at any point in the solution domain, a control is able to take any one of an uncountable number of values from the…

Pricing of Securities · Quantitative Finance 2015-11-06 Parsiad Azimzadeh , Peter A. Forsyth

This paper investigates optimal withdrawal strategies and behavior of policyholders in a variable annuity (VA) contract with a guaranteed minimum withdrawal benefit (GMWB) rider incorporating taxation and a ratchet mechanism for enhancing…

Portfolio Management · Quantitative Finance 2025-07-14 Jennifer Alonso-Garcia , Len Patrick Dominic M. Garces , Jonathan Ziveyi

The guaranteed minimum withdrawal benefit (GMWB) rider, as an add on to a variable annuity (VA), guarantees the return of premiums in the form of peri- odic withdrawals while allowing policyholders to participate fully in any market gains.…

Pricing of Securities · Quantitative Finance 2015-05-14 Cody B. Hyndman , Menachem Wenger

In this paper we provide a theoretical analysis of Variable Annuities with a focus on the holder's right to an early termination of the contract. We obtain a rigorous pricing formula and the optimal exercise boundary for the surrender…

Mathematical Finance · Quantitative Finance 2024-05-06 Tiziano De Angelis , Alessandro Milazzo , Gabriele Stabile

We construct a binomial model for a guaranteed minimum withdrawal benefit (GMWB) rider to a variable annuity (VA) under optimal policyholder behaviour. The binomial model results in explicitly formulated perfect hedging strategies funded…

Pricing of Securities · Quantitative Finance 2016-07-07 Cody B. Hyndman , Menachem Wenger

Valuing Guaranteed Minimum Withdrawal Benefit (GMWB) has attracted significant attention from both the academic field and real world financial markets. As remarked by Yang and Dai, the Black and Scholes framework seems to be inappropriate…

Pricing of Securities · Quantitative Finance 2019-10-21 Ludovic Goudenège , Andrea Molent , Antonino Zanette

We consider the pricing of variable annuities (VAs) with general fee structures under popular stochastic volatility models such as Heston, Hull-White, Scott, $\alpha$-Hypergeometric, $3/2$, and $4/2$ models. In particular, we analyze the…

Computational Finance · Quantitative Finance 2022-08-01 Zhenyu Cui , Anne MacKay , Marie-Claude Vachon

In a market with stochastic volatility and jumps, we consider a VIX-linked fee structure for variable annuity contracts with guaranteed minimum withdrawal benefits (GMWB). Our goal is to assess the effectiveness of the VIX-linked fee…

Risk Management · Quantitative Finance 2018-04-13 Michael A. Kouritzin , Anne MacKay

Modeling taxation of Variable Annuities has been frequently neglected but accounting for it can significantly improve the explanation of the withdrawal dynamics and lead to a better modeling of the financial cost of these insurance…

General Finance · Quantitative Finance 2020-09-23 Andrea Molent

The state-of-the-art proposes Life Care Annuities, that have been recently designed as variable annuity contracts with Long-Term Care payouts and Guaranteed Lifelong Withdrawal Benefits. In this paper, we propose more general features for…

Computational Finance · Quantitative Finance 2024-05-10 G. Apicella , A. Molent , M. Gaudenzi

A variable annuity is an equity-linked financial product typically offered by insurance companies. The policyholder makes an upfront payment to the insurance company and, in return, the insurer is required to make a series of payments…

Pricing of Securities · Quantitative Finance 2019-11-25 Riley Jones , Adriana Ocejo

In this paper we investigate price and Greeks computation of a Guaranteed Minimum Withdrawal Benefit (GMWB) Variable Annuity (VA) when both stochastic volatility and stochastic interest rate are considered together in the Heston Hull-White…

Computational Finance · Quantitative Finance 2019-07-23 Ludovic Goudenège , Andrea Molent , Antonino Zanette

We study an optimal stopping problem with an unbounded, time-dependent and discontinuous reward function. This problem is motivated by the pricing of a variable annuity contract with guaranteed minimum maturity benefit, under the assumption…

Mathematical Finance · Quantitative Finance 2026-03-10 Anne Mackay , Marie-Claude Vachon

We perform a detailed theoretical study of the value of a class of participating policies with four key features: $(i)$ the policyholder is guaranteed a minimum interest rate on the policy reserve; $(ii)$ the contract can be terminated by…

Mathematical Finance · Quantitative Finance 2021-11-15 Maria B. Chiarolla , Tiziano De Angelis , Gabriele Stabile

Valuing Guaranteed Lifelong Withdrawal Benefit (GLWB) has attracted significant attention from both the academic field and real world financial markets. As remarked by Forsyth and Vetzal the Black and Scholes framework seems to be…

Pricing of Securities · Quantitative Finance 2019-10-21 Ludovic Goudenege , Andrea Molent , Antonino Zanette

This paper proposes a market consistent valuation framework for variable annuities with guaranteed minimum accumulation benefit, death benefit and surrender benefit features. The setup is based on a hybrid model for the financial market and…

Mathematical Finance · Quantitative Finance 2019-05-24 Laura Ballotta , Ernst Eberlein , Thorsten Schmidt , Raghid Zeineddine
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