GUARANTEED MINIMUM WITHDRAWAL BENEFIT IN VARIABLE ANNUITIES
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Publication:3005845
DOI10.1111/j.1467-9965.2008.00349.xzbMath1214.91052OpenAlexW3125221288WikidataQ60148448 ScholiaQ60148448MaRDI QIDQ3005845
Yue Kuen Kwok, Jianping Zong, Min Dai
Publication date: 9 June 2011
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9965.2008.00349.x
penalty approximationguaranteed minimum withdrawal benefitvariable annuitiesoptimal withdrawal policiessingular stochastic control model
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