Optimal Design of a Perpetual Equity-Indexed Annuity

DOI10.1080/10920277.2005.10596184zbMath1085.60512MaRDI QIDQ5716008

Virginia R. Young, Kristen S. Moore

Publication date: 6 January 2006

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2005.10596184

Mathematics Subject Classification ID

60H30: Applications of stochastic analysis (to PDEs, etc.)

60H05: Stochastic integrals

Related Items

Optimal surrender strategies for equity-indexed annuity investors with partial information, Pricing life insurance contracts with early exercise features, Optimal stopping behavior of equity-linked investment products with regime switching, Optimal surrender strategies for equity-indexed annuity investors, The design of equity-indexed annuities, Pricing Options Using Lattice Rules

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