Minsuk Kwak

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
A two-person zero-sum game approach for a retirement decision with borrowing constraints SIAM Journal on Financial Mathematics	2024-10-23	Paper
Human capital and portfolio choice: borrowing constraint and reversible retirement Mathematics and Financial Economics	2024-08-28	Paper
Optimal consumption and investment with welfare constraints Finance and Stochastics	2024-04-02	Paper
Horizon effect on optimal retirement decision Quantitative Finance	2023-06-20	Paper
Valuing real options with endogenous payoff Quantitative Finance	2022-11-18	Paper
Practical partial equilibrium framework for pricing of mortality-linked instruments in continuous time European Actuarial Journal	2022-07-27	Paper
Pricing variable annuity with surrender guarantee Journal of Computational and Applied Mathematics	2021-04-23	Paper
The impact of a partial borrowing limit on financial decisions Quantitative Finance	2019-09-26	Paper
A multiperiod equilibrium pricing model Journal of Applied Mathematics	2019-02-01	Paper
Optimal surrender strategies and valuations of path-dependent guarantees in variable annuities Insurance Mathematics & Economics	2018-11-19	Paper
Time preference and real investment Journal of Economic Dynamics and Control	2018-08-09	Paper
Dynamic preferences for popular investment strategies in pension funds Scandinavian Actuarial Journal	2018-07-11	Paper
Cumulative prospect theory with generalized hyperbolic skewed \(t\) distribution SIAM Journal on Financial Mathematics	2018-04-16	Paper
Semi-static hedging of variable annuities Insurance Mathematics & Economics	2016-05-12	Paper
Optimal investment and consumption decision of a family with life insurance Insurance Mathematics & Economics	2011-08-01	Paper
Numerical approximation of the implied volatility under arithmetic Brownian motion Applied Mathematical Finance	2009-12-16	Paper
Optimal portfolio, consumption and retirement decision under a preference change Journal of Mathematical Analysis and Applications	2009-06-10	Paper

Research outcomes over time

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