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Optimal surrender policy of guaranteed minimum maturity benefits in variable annuities with regime-switching volatility - MaRDI portal

Optimal surrender policy of guaranteed minimum maturity benefits in variable annuities with regime-switching volatility (Q6484469)

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scientific article; zbMATH DE number 7464084
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English
Optimal surrender policy of guaranteed minimum maturity benefits in variable annuities with regime-switching volatility
scientific article; zbMATH DE number 7464084

    Statements

    title
    Optimal surrender policy of guaranteed minimum maturity benefits in variable annuities with regime-switching volatility (English)
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    author
    Xiankang Luo
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    Jie Xing
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    publication date
    25 January 2022
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    Identifiers

    DOI
    10.1155/2021/9969937
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    zbMATH DE Number
    7464084
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