GUARANTEED MINIMUM WITHDRAWAL BENEFIT IN VARIABLE ANNUITIES (Q3005845)
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scientific article; zbMATH DE number 5905963
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| English | GUARANTEED MINIMUM WITHDRAWAL BENEFIT IN VARIABLE ANNUITIES |
scientific article; zbMATH DE number 5905963 |
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GUARANTEED MINIMUM WITHDRAWAL BENEFIT IN VARIABLE ANNUITIES (English)
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9 June 2011
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guaranteed minimum withdrawal benefit
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variable annuities
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singular stochastic control model
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penalty approximation
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optimal withdrawal policies
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