Optimal Surrender of Guaranteed Minimum Maturity Benefits under Stochastic Volatility and Interest Rates

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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Item Type: Article
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© 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:
  • Published: 1 March 2018
  • Published (online): 4 January 2018
  • Accepted: 23 December 2017
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: 16 Oct 2024 14:19
Published Version: https://doi.org/10.1016/j.insmatheco.2017.12.012
Status: Published
Refereed: Yes
Identification Number: 10.1016/j.insmatheco.2017.12.012
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