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Contingent Claims Valuation of 'Greater of' Benefits
path-dependent problems but does not capture any optimal dynamic aspects of the valuation. .rc.o~m_~L~mm~ This ... withdraw or retire could be assumed to be based on a dynamic optimisation dec~'on. Stw.h behaviour cotdd be ...- Authors: Michael Sherris
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Pensions & Retirement>Hybrid plans