A unified pricing of variable annuity guarantees under the optimal stochastic control framework
Year of publication: |
September 2016
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Authors: | Shevchenko, Pavel V. ; Luo, Xiaolin |
Subject: | variable annuity | guaranteed living and death benefits | guaranteed minimum accumulation benefit | optimal stochastic control | direct integration method | Stochastischer Prozess | Stochastic process | Kontrolltheorie | Control theory | Lebensversicherung | Life insurance | Private Altersvorsorge | Private retirement provision |
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