Valuation of guaranteed lifelong withdrawal benefit with the long-term care option

DOI10.1016/j.insmatheco.2024.09.001MaRDI QIDQ6665599

Yang Yang, Zhen-Yu Cui, Zhimin Zhang, Shaoying Chen

Publication date: 17 January 2025

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

zbMATH Keywords

optimal controllong-term carevariable annuitiesbang-bang analysis

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

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