Optimal consumption and allocation in variable annuities with guaranteed minimum death benefits (Q2447413)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal consumption and allocation in variable annuities with guaranteed minimum death benefits |
scientific article |
Statements
Optimal consumption and allocation in variable annuities with guaranteed minimum death benefits (English)
0 references
25 April 2014
0 references
guaranteed minimum death benefits (GMDB)
0 references
variable annuity
0 references
Merton model
0 references
expected utility
0 references
