Optimal surrender strategies for equity-indexed annuity investors with partial information
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Recommendations
- Optimal surrender strategies for equity-indexed annuity investors
- Optimal stopping behavior of equity-linked investment products with regime switching
- Optimal Design of a Perpetual Equity-Indexed Annuity
- Optimal surrender time for a variable annuity with a fixed insurance fee
- Pricing variable annuity with surrender guarantee
Cites work
- scientific article; zbMATH DE number 5016447 (Why is no real title available?)
- scientific article; zbMATH DE number 3793150 (Why is no real title available?)
- scientific article; zbMATH DE number 51724 (Why is no real title available?)
- scientific article; zbMATH DE number 3505981 (Why is no real title available?)
- scientific article; zbMATH DE number 1095739 (Why is no real title available?)
- scientific article; zbMATH DE number 1546853 (Why is no real title available?)
- Comment on “Investment Timing Under Incomplete Information”
- Investment Timing Under Incomplete Information
- Investment guarantees: Modeling and risk management for equity-linked life insurance
- ON THE AMERICAN OPTION PROBLEM
- Optimal Design of a Perpetual Equity-Indexed Annuity
- Optimal Stopping and the American Put
- Optimal selling of an asset under incomplete information
- Optimal stopping behavior of equity-linked investment products with regime switching
- Optimal surrender strategies for equity-indexed annuity investors
- Pricing Asian options and equity-indexed annuities with regime switching by the trinomial tree method
- Pricing equity-linked pure endowments via the principle of equivalent utility.
- Valuation of Equity-Indexed Annuities Under Stochastic Interest Rates
- Valuing Equity-Indexed Annuities
- Whether to sell or hold a stock
Cited in
(8)- A stochastic flows approach for asset allocation with hidden economic environment
- Household consumption-investment-insurance decisions with uncertain income and market ambiguity
- Hedging options in a doubly Markov-modulated financial market via stochastic flows
- Pricing equity-linked guaranteed minimum death benefits with surrender risk by complex Fourier series expansion method
- Optimal stopping behavior of equity-linked investment products with regime switching
- Optimal surrender strategies for equity-indexed annuity investors
- Optimal entry decision of unemployment insurance under partial information
- Optimal surrender strategies and valuations of path-dependent guarantees in variable annuities
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