GUARANTEED MINIMUM WITHDRAWAL BENEFIT IN VARIABLE ANNUITIES (Q3005845)

From MaRDI portal
scientific article
Language Label Description Also known as
English
GUARANTEED MINIMUM WITHDRAWAL BENEFIT IN VARIABLE ANNUITIES
scientific article

    Statements

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