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  • Pricing Bounds and Bang-bang Analysis of the Polaris Variable
    Pricing Bounds and Bang-bang Analysis of the Polaris Variable This presentation establishes ... capture the following features of the Polaris: Dynamic withdrawals ⇒ stochastic optimal control framework ...

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    • Authors: Zhiyi Shen, Chengguo Weng
    • Date: Apr 2018
    • Competency: External Forces & Industry Knowledge
    • Topics: Annuities>Pricing - Annuities; Annuities>Variable annuities