Valuation of variable annuities with guaranteed minimum withdrawal and death benefits via stochastic control optimization (Q2347054): Difference between revisions

@@ Property / DOI @@
-.1016/j.insmatheco.2015.02.003
@@ Property / DOI: 10.1016/j.insmatheco.2015.02.003 / rank @@
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@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / OpenAlex ID @@
+W2017809994
@@ Property / OpenAlex ID: W2017809994 / rank @@
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@@ Property / arXiv ID @@
+.5453
@@ Property / arXiv ID: 1411.5453 / rank @@
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@@ Property / cites work @@
+A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities
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@@ Property / cites work @@
+Markov decision processes with applications to finance.
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@@ Property / cites work @@
+A numerical scheme for the impulse control formulation for pricing variable annuities with a guaranteed minimum withdrawal benefit (GMWB)
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@@ Property / cites work @@
+GUARANTEED MINIMUM WITHDRAWAL BENEFIT IN VARIABLE ANNUITIES
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@@ Property / cites work @@
+Modeling and Forecasting U.S. Mortality
@@ Property / cites work: Modeling and Forecasting U.S. Mortality / rank @@
+Normal rank
@@ Property / cites work @@
+Financial valuation of guaranteed minimum withdrawal benefits
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@@ Property / cites work @@
+Approximate Dynamic Programming
@@ Property / cites work: Approximate Dynamic Programming / rank @@
+Normal rank
@@ Property / DOI @@
+.1016/J.INSMATHECO.2015.02.003
@@ Property / DOI: 10.1016/J.INSMATHECO.2015.02.003 / rank @@
+Normal rank