Guaranteed minimum withdrawal benefit in variable annuities

Min Dai, Yue-Kuen Kwok, Jianping Zong

Research output: Journal article publication › Journal article › Academic research › peer-review

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@article{2c78926fd7394c738a40389dc80ebfe5,

title = "Guaranteed minimum withdrawal benefit in variable annuities",

author = "Min Dai and Yue-Kuen Kwok and Jianping Zong",

year = "2008",

doi = "https://doi.org/10.1111/j.1467-9965.2008.00349.x",

language = "English",

volume = "18",

pages = "595--611",

journal = "Mathematical Finance",

issn = "0960-1627",

publisher = "Wiley-Blackwell Publishing Ltd",

number = "4",

}

TY - JOUR

T1 - Guaranteed minimum withdrawal benefit in variable annuities

AU - Dai, Min

AU - Kwok, Yue-Kuen

AU - Zong, Jianping

PY - 2008

Y1 - 2008

U2 - https://doi.org/10.1111/j.1467-9965.2008.00349.x

DO - https://doi.org/10.1111/j.1467-9965.2008.00349.x

M3 - Journal article

SN - 0960-1627

VL - 18

SP - 595

EP - 611

JO - Mathematical Finance

JF - Mathematical Finance

IS - 4

ER -