Guaranteed minimum withdrawal benefit in variable annuities

Guaranteed minimum withdrawal benefit in variable annuities

10.1111/j.1467-9965.2008.00349.x

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Bibliographic Details
Main Authors: Dai, M., Kuen Kwok, Y., Zong, J.
Other Authors: MATHEMATICS
Format: Conference or Workshop Item
Published: 2014
Subjects:
Guaranteed minimum withdrawal benefit
Optimal withdrawal policies
Penalty approximation
Singular stochastic control model
Variable annuities
Online Access:http://scholarbank.nus.edu.sg/handle/10635/104568
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Institution: National University of Singapore
Description
Summary:10.1111/j.1467-9965.2008.00349.x

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