Optimal performance of a tontine overlay subject to withdrawal constraints

Numerical methods (including Monte Carlo methods) (91G60) Integro-partial differential equations (45K05) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Optimal stochastic control (93E20) Finite difference methods for boundary value problems involving PDEs (65N06) Actuarial mathematics (91G05)

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