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Valuation of variable annuities with Guaranteed Minimum Withdrawal Benefit under stochastic interest rate
Shevchenko, Pavel V., Luo, XiaolinLanguage:
english
Journal:
Insurance: Mathematics and Economics
DOI:
10.1016/j.insmatheco.2017.06.008
Date:
July, 2017
File:
PDF, 689 KB
english, 2017