Valuing the Guaranteed Minimum Death Benefit Clause with Partial Withdrawals (Q5851724)
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scientific article; zbMATH DE number 5662258
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuing the Guaranteed Minimum Death Benefit Clause with Partial Withdrawals |
scientific article; zbMATH DE number 5662258 |
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Valuing the Guaranteed Minimum Death Benefit Clause with Partial Withdrawals (English)
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25 January 2010
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variable annuities
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guaranteed minimum death benefit (GMDB)
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viscosity solution
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impulse control
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fully implicit penalty method
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