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