Narrow search
Showing 1 - 3 of 3
Cover Image
An analytical study of participating policies with minimum rate guarantee and surrender option
Chiarolla, Maria B.; De Angelis, Tiziano; Stabile, Gabriele - In: Finance and stochastics 26 (2022) 2, pp. 173-216
Persistent link: https://www.econbiz.de/10013197521
Cover Image
Optimal dividends with partial information and stopping of a degenerate reflecting diffusion
De Angelis, Tiziano - In: Finance and stochastics 24 (2020) 1, pp. 71-123
Persistent link: https://www.econbiz.de/10012253341
Cover Image
On the free boundary of an annuity purchase
De Angelis, Tiziano; Stabile, Gabriele - In: Finance and stochastics 23 (2019) 1, pp. 97-137
Persistent link: https://www.econbiz.de/10012023700