Optimal performance of a tontine overlay subject to withdrawal constraints (Q6494324)
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scientific article; zbMATH DE number 7839992
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal performance of a tontine overlay subject to withdrawal constraints |
scientific article; zbMATH DE number 7839992 |
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Optimal performance of a tontine overlay subject to withdrawal constraints (English)
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30 April 2024
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tontine
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decumulation
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expected shortfall
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optimal stochastic control
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