Taxation and policyholder behavior: the case of guaranteed minimum accumulation benefits
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- Anne Mackay & Marie-Claude Vachon, 2023. "On an Optimal Stopping Problem with a Discontinuous Reward," Papers 2311.03538, arXiv.org, revised Nov 2023.
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More about this item
Keywords
taxation; retirement income; policyholder behavior; pricing; method of lines; surrender; variable annuity;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-AGE-2020-06-29 (Economics of Ageing)
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