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Optimal initiation of a GLWB in a variable annuity: no arbitrage approach - MaRDI portal

Optimal initiation of a GLWB in a variable annuity: no arbitrage approach (Q2513460)

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Optimal initiation of a GLWB in a variable annuity: no arbitrage approach
scientific article

    Statements

    title
    Optimal initiation of a GLWB in a variable annuity: no arbitrage approach (English)
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    author
    Thomas S. Salisbury
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    Hua-xiong Huang
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    Moshe Arye Milevsky
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    publication date
    28 January 2015
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    cites work

    Identifiers

    zbMATH DE Number
    6391715
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    OpenAlex ID
    W3122818774
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    arXiv ID
    1304.1821
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