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"Optimal Initiation of Guaranteed Lifelong Withdrawal Benefit with Dynamic ..."

Yao Tung Huang, Pingping Zeng, Yue Kuen Kwok (2017)

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DOI: 10.1137/16M1089575

access: closed

type: Journal Article

metadata version: 2018-03-13

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  - journals/siamfm/HuangZK17
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Yao Tung Huang, Pingping Zeng, Yue Kuen Kwok:
Optimal Initiation of Guaranteed Lifelong Withdrawal Benefit with Dynamic Withdrawals. SIAM J. Financial Math. 8(1): 804-840 (2017)

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