Optimal surrender strategies and valuations of path-dependent guarantees in variable annuities (Q1622514)
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scientific article; zbMATH DE number 6981078
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal surrender strategies and valuations of path-dependent guarantees in variable annuities |
scientific article; zbMATH DE number 6981078 |
Statements
Optimal surrender strategies and valuations of path-dependent guarantees in variable annuities (English)
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19 November 2018
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variable annuities
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path-dependent guarantee
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optimal surrender strategy
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free boundary problem
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Mellin transform
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0.93730265
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0.9290658
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0.9286437
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0.9284152
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0.91739476
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0.90888596
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0.89894843
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0.8968953
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