A Unified Pricing of Variable Annuity Guarantees under the Optimal Stochastic Control Framework

Author: Shevchenko Pavel V.   Luo Xiaolin  

Publisher: MDPI

E-ISSN: 2227-9091|4|3|22-22

ISSN: 2227-9091

Source: Risks, Vol.4, Iss.3, 2016-07, pp. : 22-22

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Abstract