Analysis of Optimal Dynamic Withdrawal Policies in Withdrawal Guarantee Products

Sep 26, 2013·
Yao Tung Huang (Don HUANG)
Yao Tung Huang (Don HUANG)
· 0 min read
Abstract
Presentation of the stochastic optimal control framework for dynamic withdrawal policies in lifetime guarantee products, including the free-boundary characterisation and numerical results.
Date
Sep 26, 2013 — Sep 27, 2013
Event
NUS–University of Tokyo Workshop
Location

Singapore

Stochastic Control Retirement Finance Financial Mathematics
Yao Tung Huang (Don HUANG)
Authors
Yao Tung Huang (Don HUANG)
Co-Founder & Chief Scientist, AQUMON