2024-03-28T16:35:34Z
https://oai.zbmath.org/v1/
oai:zbmath.org:6928198
2018-08-28T11:56:06Z
60
91
Kouritzin, Michael A.; MacKay, Anne
2018
6928198
English
Elsevier (North-Holland), Amsterdam
https://zbmath.org/06928198
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Insur. Math. Econ. 81, 1-17 (2018).
91B30; 60H10; 91G80
VIX-linked fees for GMWBs via explicit solution simulation methods
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