Minsuk Kwak

Available identifiers

Publication	Date of Publication	Type
Optimal consumption and investment with welfare constraints	2024-04-02	Paper
Horizon effect on optimal retirement decision	2023-06-20	Paper
Valuing real options with endogenous payoff	2022-11-18	Paper
Practical partial equilibrium framework for pricing of mortality-linked instruments in continuous time	2022-07-27	Paper
Pricing variable annuity with surrender guarantee	2021-04-23	Paper
The impact of a partial borrowing limit on financial decisions	2019-09-26	Paper
A multiperiod equilibrium pricing model	2019-02-01	Paper
Optimal surrender strategies and valuations of path-dependent guarantees in variable annuities	2018-11-19	Paper
Time preference and real investment	2018-08-09	Paper
Dynamic preferences for popular investment strategies in pension funds	2018-07-11	Paper
Cumulative Prospect Theory with Generalized Hyperbolic Skewed $t$ Distribution	2018-04-16	Paper
Semi-static hedging of variable annuities	2016-05-12	Paper
Optimal investment and consumption decision of a family with life insurance	2011-08-01	Paper
Numerical Approximation of the Implied Volatility Under Arithmetic Brownian Motion	2009-12-16	Paper
Optimal portfolio, consumption and retirement decision under a preference change	2009-06-10	Paper

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