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Valuation of variable annuities with guaranteed minimum withdrawal and death benefits via stochastic control optimization

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References

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2011Variable annuities: A unifying valuation approach176 cited
2008A numerical scheme for the impulse control formulation for pricing variable annuities with a guaranteed minimum withdrawal benefit (GMWB)108 cited

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2016Regression Modeling for the Valuation of Large Variable Annuity Portfolios44 cited

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