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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| English | Taxation of a GMWB variable annuity in a stochastic interest rate model |
scientific article; zbMATH DE number 7285049 |
Statements
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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0.8302320837974548
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0.8154816627502441
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0.8078604340553284
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0.8004235029220581
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0.7985955476760864
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