Analysis of optimal dynamic withdrawal policies in withdrawal guarantee products
type: Item
instance of: scholarly article
title: Analysis of optimal dynamic withdrawal policies in withdrawal guarantee products
zbMATH Open document ID: 1402.91952
author: Yao Tung Huang
author: Yue Kuen Kwok
publication date: 2018-11-01T00:00:00Z
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 49L20
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 6970535
zbMATH Keywords: singular stochastic control model
zbMATH Keywords: guaranteed minimum withdrawal benefits
zbMATH Keywords: optimal withdrawal policies
zbMATH Keywords: penalty charge
Wikidata QID: Q60148429
MaRDI profile type: Publication
full work available at URL: j.jedc.2014.05.008
OpenAlex ID: W3124027991
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DOI: 10.1016/J.JEDC.2014.05.008
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 6970535