Graham Westmacott

affiliation not provided to SSRN

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Scholarly Papers (1)

1.

Optimal Performance of a Tontine Overlay Subject to Withdrawal Constraints

Number of pages: 35 Posted: 19 Jan 2023
Peter Forsyth, Kenneth R. Vetzal and Graham Westmacott
University of Waterloo - David R. Cheriton School of Computer Science, University of Waterloo and affiliation not provided to SSRN
Downloads 17 (971,245)

Abstract:

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tontines, decumulation, expected shortfall, optimal stochastic control