Analysis of optimal dynamic withdrawal policies in withdrawal guarantee products
Yao Tung Huang; Yue Kuen Kwok
| Year of publication: |
2014
|
|---|---|
| Authors: | Huang, Yao Tung ; Kwok, Yue-Kuen |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 45.2014, p. 19-43
|
| Subject: | Singular stochastic control model | Guaranteed minimum withdrawal benefits | Optimal withdrawal policies | Penalty charge | Kontrolltheorie | Control theory | Portfolio-Management | Portfolio selection |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010474467