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Optimal investment and consumption decision of a family with life insurance
Kwak, Minsuk; Shin, Yong Hyun; Choi, U Jin - In: Insurance / Mathematics & economics 48 (2011) 2, pp. 176-188
Persistent link: https://www.econbiz.de/10008989358
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Optimal investment and consumption decision of a family with life insurance
Kwak, Minsuk; Shin, Yong Hyun; Choi, U Jin - In: Insurance / Mathematics & economics 48 (2011) 2, pp. 176-189
Persistent link: https://www.econbiz.de/10008812738
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Semi-static hedging of variable annuities
Bernard, Carole; Kwak, Minsuk - In: Insurance / Mathematics & economics 67 (2016), pp. 173-186
Persistent link: https://www.econbiz.de/10011457236
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Optimal surrender strategies and valuations of path-dependent guarantees in variable annuities
Jeon, Junkee; Kwak, Minsuk - In: Insurance / Mathematics & economics 83 (2018), pp. 93-109
Persistent link: https://www.econbiz.de/10011944103