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FOURIER SPACE TIME-STEPPING ALGORITHM FOR VALUING GUARANTEED MINIMUM WITHDRAWAL BENEFITS IN VARIABLE ANNUITIES UNDER REGIME-SWITCHING AND STOCHASTIC MORTALITY
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 48 / Issue 1 / January 2018
- Published online by Cambridge University Press:
- 07 August 2017, pp. 139-169
- Print publication:
- January 2018
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- Article
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