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A Unified Pricing of Variable Annuity Guarantees under the Optimal Stochastic Control Framework
Author(s):
Pavel V. Shevchenko
,
Xiaolin Luo
Publication date:
2016-09-01
Journal:
Risks
Publisher:
MDPI
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Open source discrete and agent-based modeling frameworks for biology
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Valuing American Options by Simulation: A Simple Least-Squares Approach
Francis A. Longstaff
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Eduardo S. Schwartz
(2001)
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A cohort-based extension to the Lee–Carter model for mortality reduction factors
A.E. Renshaw
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S Haberman
(2006)
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Financial valuation of guaranteed minimum withdrawal benefits
Moshe Milevsky
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Thomas Salisbury
(2006)
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Journal
DOI::
10.3390/risks4030022
License:
https://creativecommons.org/licenses/by/4.0/
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