Results 61 to 70 of about 678 (171)

Surplus analysis for variable annuities with a GMDB option [PDF]

open access: yes, 2008
In this paper, we analyze the insurance surplus for a Variable Annuity contract with a Guaranteed Minimum Death Benefit (GMDB) option. Initially, we derive the first two moments of the distribution of the surplus; and subsequently, we develop the whole distribution using a stochastic model which involves an integrated analysis of financial and ...
Haberman S., PISCOPO, GABRIELLA
openaire   +4 more sources

Technoeconomic and sustainability analysis of batch and continuous crystallization for pharmaceutical manufacturing

open access: yesAIChE Journal, Volume 72, Issue 7, July 2026.
Abstract In pharmaceutical industries, continuous manufacturing methods have already been well established to improve productivity and process intensification. However, to better understand the trade‐offs of continuous crystallizers over the existing batch production systems, a robust technoeconomic cost and sustainability analysis is necessary to ...
Jungsoo Rhim, Zoltan K. Nagy
wiley   +1 more source

Models of loan amortization under annual variable annuities

open access: yesActa Economica, 2013
This paper presents models of annuity which either increase or decrease a fxed factor q and which are paid m times in year. The payments (annuity) increase (decrease) in such a way that • a) each payment in the year is equal but each payment in the ...
Миливој Крчмар
doaj  

What matters in the annuitization decision? [PDF]

open access: yesSwiss J Econ Stat, 2022
Abou Daya MH, Bernard C.
europepmc   +1 more source

On variable annuities with surrender charges

open access: yes
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 option. We also illustrate our theoretical results with extensive numerical experiments.
De Angelis, Tiziano   +2 more
openaire   +2 more sources

The evolution from life insurance to financial engineering. [PDF]

open access: yesGeneva Risk Insur Rev, 2021
Koijen RSJ, Yogo M.
europepmc   +1 more source

On the Risk of Ruin in a SIS Type Epidemic. [PDF]

open access: yesMethodol Comput Appl Probab, 2022
Lefèvre C, Simon M.
europepmc   +1 more source

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