Optimal timing for annuitization, based on jump diffusion fund and stochastic mortality (Q1994577)
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scientific article; zbMATH DE number 6970526
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| English | Optimal timing for annuitization, based on jump diffusion fund and stochastic mortality |
scientific article; zbMATH DE number 6970526 |
Statements
Optimal timing for annuitization, based on jump diffusion fund and stochastic mortality (English)
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1 November 2018
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annuity puzzle
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hitting time
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Wiener-Hopf factorization
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expected present value
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0.8217609524726868
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0.802618682384491
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0.7987523078918457
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0.7910435795783997
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0.7720378637313843
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