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Optimal Initiation of Guaranteed Lifelong Withdrawal Benefit with Dynamic Withdrawals - MaRDI portal

Optimal Initiation of Guaranteed Lifelong Withdrawal Benefit with Dynamic Withdrawals (Q4607051)

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scientific article; zbMATH DE number 6849039
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English
Optimal Initiation of Guaranteed Lifelong Withdrawal Benefit with Dynamic Withdrawals
scientific article; zbMATH DE number 6849039

    Statements

    title
    Optimal Initiation of Guaranteed Lifelong Withdrawal Benefit with Dynamic Withdrawals (English)
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    author
    Yao Tung Huang
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    Pingping Zeng
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    Yue Kuen Kwok
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    publication date
    12 March 2018
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    zbMATH Keywords
    variable annuities
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    lifelong withdrawal guarantees
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    optimal initiation
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    bang-bang analysis
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    Fourier transform algorithm
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    cites work
    Q4821526
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    Q2866025
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    Q4235027
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    Identifiers

    DOI
    10.1137/16M1089575
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    Mathematics Subject Classification ID
    91B30
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    49J30
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    65T50
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    zbMATH DE Number
    6849039
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