Optimal surrender policy for variable annuity guarantees

Insurance: Mathematics and Economics 2014 / 03 Vol. 55

Optimal surrender policy for variable annuity guarantees

Bernard, Carole, MacKay, Anne, Muehlbeyer, Max
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Volume:
55
Language:
english
Journal:
Insurance: Mathematics and Economics
DOI:
10.1016/j.insmatheco.2014.01.006
Date:
March, 2014
File:
PDF, 1.46 MB
english, 2014
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