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Search: subject:"Optimal surrender"
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Bernard, Carole
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Insurance
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ASTIN bulletin : the journal of the International Actuarial Association
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Insurance: Mathematics and Economics
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1
Optimal
surrender
policy for reverse mortgage loans
Bernard, Carole
;
Kolkiewicz, Adam
;
Tang, Junsen
- In:
ASTIN bulletin : the journal of the International …
54
(
2024
)
3
,
pp. 600-625
Persistent link: https://www.econbiz.de/10015154566
Saved in:
2
Optimal
surrender
strategies and valuations of path-dependent guarantees in variable annuities
Jeon, Junkee
;
Kwak, Minsuk
- In:
Insurance
83
(
2018
),
pp. 93-109
Persistent link: https://www.econbiz.de/10011944103
Saved in:
3
Optimal
surrender
of guaranteed minimum maturity benefits under stochastic volatility and interest rates
Kang, Boda
;
Ziveyi, Jonathan
- In:
Insurance
79
(
2018
),
pp. 43-56
Persistent link: https://www.econbiz.de/10011825347
Saved in:
4
Optimal
surrender
policy for variable annuity guarantees
Bernard, Carole
;
MacKay, Anne
;
Muehlbeyer, Max
- In:
Insurance
55
(
2014
),
pp. 116-128
Persistent link: https://www.econbiz.de/10010366198
Saved in:
5
Optimal
surrender
policy for variable annuity guarantees
Bernard, Carole
;
MacKay, Anne
;
Muehlbeyer, Max
- In:
Insurance: Mathematics and Economics
55
(
2014
)
C
,
pp. 116-128
This paper proposes a technique to derive the
optimal
surrender
strategy for a variable annuity (VA) as a function of …
Persistent link: https://www.econbiz.de/10011046621
Saved in:
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