TAXATION OF A GMWB VARIABLE ANNUITY IN A STOCHASTIC INTEREST RATE MODEL (Q5140087)

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scientific article; zbMATH DE number 7285049
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TAXATION OF A GMWB VARIABLE ANNUITY IN A STOCHASTIC INTEREST RATE MODEL
scientific article; zbMATH DE number 7285049

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    TAXATION OF A GMWB VARIABLE ANNUITY IN A STOCHASTIC INTEREST RATE MODEL (English)
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    13 December 2020
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    variable annuities
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    taxation
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    stochastic interest rate
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    optimal withdrawal
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    tree method
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