Pricing of guaranteed minimum withdrawal benefits in variable annuities under stochastic volatility, stochastic interest rates and stochastic mortality via the componentwise splitting method
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Title
Pricing of guaranteed minimum withdrawal benefits in variable annuities under stochastic volatility, stochastic interest rates and stochastic mortality via the componentwise splitting method
Authors
Keywords
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Journal
QUANTITATIVE FINANCE
Volume -, Issue -, Pages 1-18
Publisher
Informa UK Limited
Online
2018-09-04
DOI
10.1080/14697688.2018.1490806
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