Optimal surrender of guaranteed minimum maturity benefits under stochastic volatility and interest rates
Work
Year: 2018
Type: article
Authors Boda Kang, Jonathan Ziveyi
Institutions University of York, UNSW Sydney
Cites: 35
Cited by: 30
Related to: 10
FWCI: 3.567
Citation percentile (by year/subfield): 94.53
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Partnerships for the goals
Open Access status: green