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Analysis of optimal dynamic withdrawal policies in withdrawal guarantee products - MaRDI portal

Analysis of optimal dynamic withdrawal policies in withdrawal guarantee products (Q1994588)

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scientific article; zbMATH DE number 6970535
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English
Analysis of optimal dynamic withdrawal policies in withdrawal guarantee products
scientific article; zbMATH DE number 6970535

    Statements

    Analysis of optimal dynamic withdrawal policies in withdrawal guarantee products (English)
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    1 November 2018
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    singular stochastic control model
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    guaranteed minimum withdrawal benefits
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    optimal withdrawal policies
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    penalty charge
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