Optimal Surrender of Guaranteed Minimum Maturity Benefits under Stochastic Volatility and Interest Rates

Boda Kang; Jonathan Ziveyi

doi:10.1016/j.insmatheco.2017.12.012

Optimal Surrender of Guaranteed Minimum Maturity Benefits under Stochastic Volatility and Interest Rates

Boda Kang, Jonathan Ziveyi

Mathematics

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	43-56
Number of pages	30
Journal	Insurance: Mathematics and Economics
Volume	79
Early online date	4 Jan 2018
DOIs	https://doi.org/10.1016/j.insmatheco.2017.12.012
Publication status	Published - 1 Mar 2018

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10.1016/j.insmatheco.2017.12.012

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JO - Insurance: Mathematics and Economics

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Optimal Surrender of Guaranteed Minimum Maturity Benefits under Stochastic Volatility and Interest Rates

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