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Valuation of variable annuities with guaranteed minimum withdrawal and death benefits via stochastic control optimization

Valuation of variable annuities with guaranteed minimum withdrawal and death benefits via stochastic control optimization

Luo, Xiaolin; Shevchenko, Pavel V.
  • 期刊名称Insurance: Mathematics and Economics
  • 作者Luo, Xiaolin; Shevchenko, Pavel V.
  • 卷第62卷
  • 印刷ISSN0167-6687
  • 文件大小459.93KB
  • 发表时间2015-05
  • DOI10.1016/j.insmatheco.2015.02.003
  • 页码5-15
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