The following pages link to (Q4868514):
Displaying 4 items.
- Valuation of guaranteed minimum maturity benefits in variable annuities with surrender options (Q343983) (← links)
- Optimal portfolio management with American capital guarantee (Q953755) (← links)
- Max-plus decomposition of supermartingales and convex order. Application to American options and portfolio insurance (Q2482283) (← links)
- Optimal consumption, investment and life insurance with surrender option guarantee (Q4576760) (← links)