GUARANTEED MINIMUM WITHDRAWAL BENEFIT IN VARIABLE ANNUITIES (Q3005845)

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GUARANTEED MINIMUM WITHDRAWAL BENEFIT IN VARIABLE ANNUITIES
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    GUARANTEED MINIMUM WITHDRAWAL BENEFIT IN VARIABLE ANNUITIES (English)
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    9 June 2011
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    guaranteed minimum withdrawal benefit
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    variable annuities
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    singular stochastic control model
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    penalty approximation
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    optimal withdrawal policies
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