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An analytical study of participating policies with minimum rate guarantee and surrender option (2022)

First Author: Chiarolla M

Attributed to: A probabilistic toolkit to study regularity of free boundaries in stochastic optimal control funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1007/s00780-022-00471-0

Publication URI: http://dx.doi.org/10.1007/s00780-022-00471-0

Type: Journal Article/Review

Parent Publication: Finance and Stochastics

Issue: 2

ISSN: 0949-2984