Optimal surrender strategies for equity-indexed annuity investors with partial information (Q449377)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal surrender strategies for equity-indexed annuity investors with partial information |
scientific article |
Statements
Optimal surrender strategies for equity-indexed annuity investors with partial information (English)
0 references
30 August 2012
0 references
equity-indexed annuity
0 references
regime switching
0 references
optimal stopping
0 references
partial information
0 references
logarithmic utility
0 references
