activity
20152026
most citedPricing and Hedging GLWB in the Heston and in the Black-Scholes with Stochastic Interest Rate Models

19 citations · 39 across the 14 of their papers we have counts for

collaborators
Showing 2019 · q-fin.GNShow all

1 paper · 2 filters

q-fin.GN2019★ 4 cited

Taxation of a GMWB Variable Annuity in a Stochastic Interest Rate Model

Andrea Molent

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 bette…