Optimal surrender strategies for equity-indexed annuity investors with partial information
Year of publication: |
2012
|
---|---|
Authors: | Wei, Jiaqin ; Wang, Rongming ; Yang, Hailiang |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 82.2012, 7, p. 1251-1258
|
Publisher: |
Elsevier |
Subject: | Equity-indexed annuity | Regime switching | Optimal stopping | Partial information | Logarithmic utility |
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