Optimal Design of a Perpetual Equity-Indexed Annuity

DOI10.1080/10920277.2005.10596184zbMath1085.60512OpenAlexW2266640074MaRDI QIDQ5716008

Virginia R. Young, Kristen S. Moore

Publication date: 6 January 2006

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2005.10596184

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic integrals (60H05)

Related Items

Pricing Options Using Lattice Rules ⋮ Optimal surrender strategies for equity-indexed annuity investors with partial information ⋮ Stochastic modeling and fair valuation of drawdown insurance ⋮ Pricing life insurance contracts with early exercise features ⋮ Optimal surrender strategies for equity-indexed annuity investors ⋮ The design of equity-indexed annuities ⋮ Optimal stopping behavior of equity-linked investment products with regime switching

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