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~subject:"Optimal stochastic control"
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Optimal stochastic control
Guaranteed minimum withdrawal benefit
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Lebensversicherung
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Luo, Xiaolin
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Shevchenko, Pavel V.
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Valuation of variable annuities with
Guaranteed
Minimum
Withdrawal
Benefit
under stochastic interest rate
Shevchenko, Pavel V.
;
Luo, Xiaolin
- In:
Insurance / Mathematics & economics
76
(
2017
),
pp. 104-117
Persistent link: https://www.econbiz.de/10011774788
Saved in:
2
Valuation of variable annuities with guaranteed minimum withdrawal and death benefits via stochastic control optimization
Luo, Xiaolin
;
Shevchenko, Pavel V.
- In:
Insurance / Mathematics & economics
62
(
2015
),
pp. 5-15
Persistent link: https://www.econbiz.de/10011312092
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