Analysis of optimal dynamic withdrawal policies in withdrawal guarantee products (Q1994588)
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scientific article; zbMATH DE number 6970535
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| English | Analysis of optimal dynamic withdrawal policies in withdrawal guarantee products |
scientific article; zbMATH DE number 6970535 |
Statements
Analysis of optimal dynamic withdrawal policies in withdrawal guarantee products (English)
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1 November 2018
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singular stochastic control model
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guaranteed minimum withdrawal benefits
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optimal withdrawal policies
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penalty charge
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0.8765169382095337
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0.8634223341941833
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0.8587837219238281
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0.8476117253303528
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