Menachem Wenger

Concordia University, Quebec - Department of Mathematics & Statistics

Canada

SCHOLARLY PAPERS

2

DOWNLOADS

207

SSRN CITATIONS

1

CROSSREF CITATIONS

2

Scholarly Papers (2)

1.

GMWB Riders in a Binomial Framework - Pricing, Hedging, and Diversification of Mortality Risk

Number of pages: 41 Posted: 31 Oct 2014 Last Revised: 07 Jul 2016
Cody Blaine Hyndman and Menachem Wenger
Concordia University, Quebec - Department of Mathematics and Statistics and Concordia University, Quebec - Department of Mathematics & Statistics
Downloads 110 (466,910)
Citation 6

Abstract:

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variable annuity, GMWB, optimal stopping, hedging, binomial models, mortality

2.

Valuation Perspectives and Decompositions for Variable Annuities with GMWB Riders

Insurance: Mathematics and Economics, Vol. 55, 2014
Number of pages: 18 Posted: 10 Jul 2013 Last Revised: 17 Jan 2015
Cody Blaine Hyndman and Menachem Wenger
Concordia University, Quebec - Department of Mathematics and Statistics and Concordia University, Quebec - Department of Mathematics & Statistics
Downloads 97 (509,621)
Citation 1

Abstract:

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variable annuity, GMWB, optimal stopping