Analytic valuation of GMDB options with utility based asset allocation
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Publication:5042792
DOI10.1080/03461238.2022.2034127zbMath1501.91160OpenAlexW3003783075MaRDI QIDQ5042792
Publication date: 26 October 2022
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.2022.2034127
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