Work

The Titanic Option: Valuation of the Guaranteed Minimum Death Benefit in Variable Annuities and Mutual Funds

Year: 2001

Type: article

Source: Journal of Risk & Insurance

DOI: 10.2307/2678133

Authors: Moshe Arye Milevsky, Steven E. Posner

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2010307279

FWCI: 7.949

Cites: 24

Cited by: 193

Related to: 10