Work

Valuation and Optimal Surrender of Variable Annuities with Guaranteed Minimum Benefits and Periodic Fees

Year: 2022

Type: article

Source: Scandinavian Actuarial Journal

DOI: 10.1080/03461238.2022.2141656

Authors: J. Lars Kirkby, Jean-Philippe Aguilar

Institution: Georgia Institute of Technology

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W4308593384

FWCI: 2.195

Cites: 101

Cited by: 16

Related to: 10