Optimal initiation of a GLWB in a variable annuity: no arbitrage approach
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Publication:2513460
DOI10.1016/j.insmatheco.2014.04.002zbMath1304.91113arXiv1304.1821OpenAlexW3122818774MaRDI QIDQ2513460
Thomas S. Salisbury, Hua-xiong Huang, Moshe Arye Milevsky
Publication date: 28 January 2015
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1304.1821
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