Optimal surrender policy of guaranteed minimum maturity benefits in variable annuities with regime-switching volatility (Q6484469)
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scientific article; zbMATH DE number 7464084
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| English | Optimal surrender policy of guaranteed minimum maturity benefits in variable annuities with regime-switching volatility |
scientific article; zbMATH DE number 7464084 |
Statements
Optimal surrender policy of guaranteed minimum maturity benefits in variable annuities with regime-switching volatility (English)
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25 January 2022
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0.8791958093643188
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0.8779330849647522
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0.8767907023429871
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0.8763704895973206
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