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Variable annuities: A closer look at ratchet guarantees, hybrid contract designs, and taxation

par Alonso Garcia, Jennifer ;Garces, Len Patrick Dominic M.;Ziveyi, Jonathan
Organisme financeur Australian Research Council, Australian Research Council, University of Technology Sydney
Publication Non publié, 2025-07-11

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Titre:	Variable annuities: A closer look at ratchet guarantees, hybrid contract designs, and taxation
Auteur:	Alonso Garcia, Jennifer; Garces, Len Patrick Dominic M.; Ziveyi, Jonathan
Organisme financeur:	Australian Research Council, Australian Research Council, University of Technology Sydney
Statut de publication:	Non publié, 2025-07-11
Sujet CREF:	Sciences actuarielles
	Marchés financiers
	Recherche opérationnelle
Mots-clés:	Risk analysis
	Variable annuities
	Guaranteed minimum withdrawal benefit
	Backward dynamic programming
	Taxation
Langue:	Français