Pricing guaranteed minimum withdrawal benefits in variable annuities

Master's

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Bibliographic Details
Main Author:	WU LIANG
Other Authors:	MATHEMATICS
Format:	Theses and Dissertations
Language:	English
Published:	2010
Subjects:	Guaranteed minimum withdrawal benefit, Variable annuities, Singular control model, Finite difference scheme, Penalty approximation, Optimal withdrawal
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/16335
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Institution:	National University of Singapore
Language:	English

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spelling	sg-nus-scholar.10635-163352015-01-13T04:18:36Z Pricing guaranteed minimum withdrawal benefits in variable annuities WU LIANG MATHEMATICS DAI MIN Guaranteed minimum withdrawal benefit, Variable annuities, Singular control model, Finite difference scheme, Penalty approximation, Optimal withdrawal Master's MASTER OF SCIENCE 2010-04-08T11:03:40Z 2010-04-08T11:03:40Z 2008-01-25 Thesis WU LIANG (2008-01-25). Pricing guaranteed minimum withdrawal benefits in variable annuities. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/16335 NOT_IN_WOS en
institution	National University of Singapore
building	NUS Library
country	Singapore
collection	ScholarBank@NUS
language	English
topic	Guaranteed minimum withdrawal benefit, Variable annuities, Singular control model, Finite difference scheme, Penalty approximation, Optimal withdrawal
spellingShingle	Guaranteed minimum withdrawal benefit, Variable annuities, Singular control model, Finite difference scheme, Penalty approximation, Optimal withdrawal WU LIANG Pricing guaranteed minimum withdrawal benefits in variable annuities
description	Master's
author2	MATHEMATICS
author_facet	MATHEMATICS WU LIANG
format	Theses and Dissertations
author	WU LIANG
author_sort	WU LIANG
title	Pricing guaranteed minimum withdrawal benefits in variable annuities
title_short	Pricing guaranteed minimum withdrawal benefits in variable annuities
title_full	Pricing guaranteed minimum withdrawal benefits in variable annuities
title_fullStr	Pricing guaranteed minimum withdrawal benefits in variable annuities
title_full_unstemmed	Pricing guaranteed minimum withdrawal benefits in variable annuities
title_sort	pricing guaranteed minimum withdrawal benefits in variable annuities
publishDate	2010
url	http://scholarbank.nus.edu.sg/handle/10635/16335
_version_	1681079345849827328

Pricing guaranteed minimum withdrawal benefits in variable annuities

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