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The Effect of the Real Option to Transfer on the Value of Guaranteed Minimum Death Benefits

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Cited by

2014Analytic solution for ratchet guaranteed minimum death benefit options under a variety of mortality laws23 cited
2015Geometric stopping of a random walk and its applications to valuing equity-linked death benefits20 cited
2021Pricing equity-linked death benefits by complex Fourier series expansion in a regime-switching jump diffusion model

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19 cited