Optimal surrender strategies for equity-indexed annuity investors with partial information (Q449377)
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scientific article; zbMATH DE number 6074560
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| English | Optimal surrender strategies for equity-indexed annuity investors with partial information |
scientific article; zbMATH DE number 6074560 |
Statements
Optimal surrender strategies for equity-indexed annuity investors with partial information (English)
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30 August 2012
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equity-indexed annuity
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regime switching
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optimal stopping
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partial information
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logarithmic utility
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0.8812508583068848
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0.7910900712013245
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0.7639708518981934
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0.7582788467407227
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0.7571185231208801
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