Analysis of Optimal Dynamic Withdrawal Policies in Withdrawal Guarantee Products

Jul 7, 2014·
Yao Tung Huang (Don HUANG)
Yao Tung Huang (Don HUANG)
· 0 min read
Abstract
Presentation on optimal dynamic withdrawal policies in retirement guarantee products, with emphasis on connections to ruin theory and actuarial risk measures.
Date
Jul 7, 2014 — Jul 8, 2014
Event
5th International Gerber–Shiu Workshop
Location

Hong Kong