Reset and withdrawal rights in dynamic fund protection
type: Item
instance of: scholarly article
title: Reset and withdrawal rights in dynamic fund protection
zbMATH Open document ID: 1136.91421
author: Chi Chiu Chu
author: Yue Kuen Kwok
published in: Insurance Mathematics \& Economics
publication date: 2007-03-02T00:00:00Z
Mathematics Subject Classification ID: 91B28
zbMATH DE Number: 5130419
zbMATH Keywords: optimal reset
zbMATH Keywords: withdrawal rights
zbMATH Keywords: dynamic funds
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2003.12.004
OpenAlex ID: W2094784506
Wikidata QID: Q60148471
cites work: Options with Multiple Reset Rights
cites work: Pricing Discrete Dynamic Fund Protections
cites work: Pricing Dynamic Investment Fund Protection
cites work: Pricing Perpetual Fund Protection with Withdrawal Option
cites work: Dynamic Fund Protection
cites work: Q4349551
cites work: Valuing Equity-Indexed Annuities
cites work: Understanding the Behavior and Hedging of Segregated Funds Offering the Reset Feature
cites work: Sub-replication and replenishing premium: Efficient pricing of multi-state lookbacks
DOI: 10.1016/J.INSMATHECO.2003.12.004
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description: scientific article; zbMATH DE number 5130419