Assessing Guaranteed Minimum Income Benefits and Rationality of Exercising Reset Options in Variable

@article{Jones2019AssessingGM,
  title={Assessing Guaranteed Minimum Income Benefits and Rationality of Exercising Reset Options in Variable},
  author={Riley Jones and A. Ocejo},
  journal={arXiv: Pricing of Securities},
  year={2019}
}
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 starting at an agreed upon date. For a higher premium, many insurance companies offer additional guarantees or options which protect policyholders from various market risks. This research is centered around two of these options: the guaranteed minimum income… Expand

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