Optimal investment-disinvestment choices in health-dependent variable annuity
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DOI: 10.1016/j.insmatheco.2024.03.006
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More about this item
Keywords
Variable annuity; Guaranteed lifetime withdrawal benefit; Health status; Investment-disinvestment; Optimal initiation time;All these keywords.
JEL classification:
- C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
- G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies
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