Valuation of variable annuities with guaranteed minimum withdrawal and death benefits via stochastic control optimization (Q2347054): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation of variable annuities with guaranteed minimum withdrawal and death benefits via stochastic control optimization |
scientific article |
Statements
Valuation of variable annuities with guaranteed minimum withdrawal and death benefits via stochastic control optimization (English)
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26 May 2015
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variable annuity
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optimal stochastic control
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guaranteed minimum withdrawal benefit
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guaranteed minimum death benefit
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mortality risk
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