Variable annuities: market incompleteness and policyholder behavior
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Publication:2038222
DOI10.1016/J.INSMATHECO.2021.03.007zbMath1467.91147OpenAlexW3139100626MaRDI QIDQ2038222
Publication date: 6 July 2021
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2021.03.007
variable annuitiesmarket incompletenessguaranteed minimum withdrawal benefitslifecycle utility modeloptimal policyholder behavior
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