Optimal surrender strategies for equity-indexed annuity investors with partial information (Q449377)
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scientific article; zbMATH DE number 6074560
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal surrender strategies for equity-indexed annuity investors with partial information |
scientific article; zbMATH DE number 6074560 |
Statements
Optimal surrender strategies for equity-indexed annuity investors with partial information (English)
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30 August 2012
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equity-indexed annuity
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regime switching
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optimal stopping
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partial information
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logarithmic utility
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