Pricing maturity guarantee with dynamic withdrawal benefit
type: Item
instance of: scholarly article
title: Pricing maturity guarantee with dynamic withdrawal benefit
zbMATH Open document ID: 1231.91437
author: Bangwon Ko
author: E. S. W. Shiu
author: Li Wei
published in: Insurance Mathematics \& Economics
publication date: 2012-02-10T00:00:00Z
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 6004752
zbMATH Keywords: dynamic fund protection
zbMATH Keywords: maturity guarantee
zbMATH Keywords: dynamic withdrawal benefit
zbMATH Keywords: reflected Brownian motion
zbMATH Keywords: Esscher transforms
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2010.04.006
OpenAlex ID: W2010796074
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DOI: 10.1016/J.INSMATHECO.2010.04.006
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description: scientific article; zbMATH DE number 6004752