Guaranteed minimum withdrawal benefit in variable annuities

10.1111/j.1467-9965.2008.00349.x

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Main Authors: Dai, M., Kuen Kwok, Y., Zong, J.
Other Authors: MATHEMATICS
Format: Conference or Workshop Item
Published: 2014
Subjects:
Online Access:http://scholarbank.nus.edu.sg/handle/10635/104568
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spelling sg-nus-scholar.10635-1045682023-10-29T20:44:58Z Guaranteed minimum withdrawal benefit in variable annuities Dai, M. Kuen Kwok, Y. Zong, J. MATHEMATICS Guaranteed minimum withdrawal benefit Optimal withdrawal policies Penalty approximation Singular stochastic control model Variable annuities 10.1111/j.1467-9965.2008.00349.x Mathematical Finance 18 4 595-611 2014-10-28T02:50:58Z 2014-10-28T02:50:58Z 2008-10 Conference Paper Dai, M., Kuen Kwok, Y., Zong, J. (2008-10). Guaranteed minimum withdrawal benefit in variable annuities. Mathematical Finance 18 (4) : 595-611. ScholarBank@NUS Repository. https://doi.org/10.1111/j.1467-9965.2008.00349.x 09601627 http://scholarbank.nus.edu.sg/handle/10635/104568 000259350500006 Scopus
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
topic Guaranteed minimum withdrawal benefit
Optimal withdrawal policies
Penalty approximation
Singular stochastic control model
Variable annuities
spellingShingle Guaranteed minimum withdrawal benefit
Optimal withdrawal policies
Penalty approximation
Singular stochastic control model
Variable annuities
Dai, M.
Kuen Kwok, Y.
Zong, J.
Guaranteed minimum withdrawal benefit in variable annuities
description 10.1111/j.1467-9965.2008.00349.x
author2 MATHEMATICS
author_facet MATHEMATICS
Dai, M.
Kuen Kwok, Y.
Zong, J.
format Conference or Workshop Item
author Dai, M.
Kuen Kwok, Y.
Zong, J.
author_sort Dai, M.
title Guaranteed minimum withdrawal benefit in variable annuities
title_short Guaranteed minimum withdrawal benefit in variable annuities
title_full Guaranteed minimum withdrawal benefit in variable annuities
title_fullStr Guaranteed minimum withdrawal benefit in variable annuities
title_full_unstemmed Guaranteed minimum withdrawal benefit in variable annuities
title_sort guaranteed minimum withdrawal benefit in variable annuities
publishDate 2014
url http://scholarbank.nus.edu.sg/handle/10635/104568
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