Valuing variable annuities with guaranteed minimum lifetime withdrawal benefits

Published 2015 View Full Article

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Title
Valuing variable annuities with guaranteed minimum lifetime withdrawal benefits
Authors
Keywords
Annuity, Guarantee, Lifetime income, Life cycle model, Portfolio allocation, Longevity protection
Journal
INSURANCE MATHEMATICS & ECONOMICS
Volume 64, Issue -, Pages 246-258
Publisher
Elsevier BV
Online
2015-04-17
DOI
10.1016/j.insmatheco.2015.04.001

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