Optimal consumption and allocation in variable annuities with guaranteed minimum death benefits (Q2447413): Difference between revisions

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+A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities
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+Revisiting the Risk-Neutral Approach to Optimal Policyholder Behavior: A Study of Withdrawal Guarantees in Variable Annuities *
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+Valuing the Guaranteed Minimum Death Benefit Clause with Partial Withdrawals
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+Pensionmetrics 2: Stochastic pension plan design during the distribution phase.
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+Optimal asset allocation in life annuities: a note.
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+The effect of modelling parameters on the value of GMWB guarantees
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+A numerical scheme for the impulse control formulation for pricing variable annuities with a guaranteed minimum withdrawal benefit (GMWB)
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+Hedging guarantees in variable annuities under both equity and interest rate risks
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+GUARANTEED MINIMUM WITHDRAWAL BENEFIT IN VARIABLE ANNUITIES
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+Wealth Inequality and Intergenerational Links
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+Q5480304
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+Q4794126
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+ACCOUNTING FOR RISK AVERSION, VESTING, JOB TERMINATION RISK AND MULTIPLE EXERCISES IN VALUATION OF EMPLOYEE STOCK OPTIONS
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+Optimal Annuitization Policies
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+Valuing variable annuities with guaranteed minimum lifetime withdrawal benefits
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