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Variable annuities with a threshold fee: valuation, numerical implementation and comparative static analysis - MaRDI portal

Variable annuities with a threshold fee: valuation, numerical implementation and comparative static analysis (Q2331000)

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Variable annuities with a threshold fee: valuation, numerical implementation and comparative static analysis
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    Variable annuities with a threshold fee: valuation, numerical implementation and comparative static analysis (English)
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    23 October 2019
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    variable annuities
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    state-dependent fees
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    surrender option
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    LSMC
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