Valuation perspectives and decompositions for variable annuities with GMWB riders (Q743168): Difference between revisions

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+.2562
@@ Property / arXiv ID: 1307.2562 / rank @@
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+A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities
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+Q3150773
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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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+GUARANTEED MINIMUM WITHDRAWAL BENEFIT IN VARIABLE ANNUITIES
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