Optimal commutable annuities to minimize the probability of lifetime ruin
Year of publication: |
2012
|
---|---|
Authors: | Wang, Ting ; Young, Virginia R. |
Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 50.2012, 1, p. 200-216
|
Publisher: |
Elsevier |
Subject: | Life annuities | Retirement | Optimal investment | Stochastic control | Free-boundary problem |
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