Kang, Boda orcid.org/0000-0002-0012-0964 and Ziveyi, Jonathan (2018) Optimal Surrender of Guaranteed Minimum Maturity Benefits under Stochastic Volatility and Interest Rates. Insurance: Mathematics and Economics. pp. 43-56. ISSN 0167-6687
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Copyright, Publisher and Additional Information: | © 2018 Elsevier B.V. or its licensors or contributors. This is an author-produced version of the published paper. Uploaded in accordance with the publisher’s self-archiving policy. |
Dates: |
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Institution: | The University of York |
Academic Units: | The University of York > Faculty of Sciences (York) > Mathematics (York) |
Depositing User: | Pure (York) |
Date Deposited: | 08 Jan 2018 16:20 |
Last Modified: | 06 Dec 2023 12:12 |
Published Version: | https://doi.org/10.1016/j.insmatheco.2017.12.012 |
Status: | Published |
Refereed: | Yes |
Identification Number: | https://doi.org/10.1016/j.insmatheco.2017.12.012 |
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