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Pricing Bounds and Bang-bang Analysis of the Polaris Variable
Numerical Studies Conclusion Model Parameters Table 1: Parameters used for numerical examples. Parameter ... 19 Interest rate r 0.04 Attained age t0 65 Mortality DAV 2004R (65 year old male) Withdrawal times ...- Authors: Zhiyi Shen, Chengguo Weng
- Date: Apr 2018
- Competency: External Forces & Industry Knowledge
- Topics: Annuities>Pricing - Annuities; Annuities>Variable annuities