Efficient valuation of a variable annuity contract with a surrender option
Crossref DOI link: https://doi.org/10.1007/s13160-019-00401-2
Published Online: 2019-11-26
Published Print: 2020-01
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Jeon, Junkee
Kim, Geonwoo
Funding for this research was provided by:
National Research Foundation of Korea (2017R1C1B1001811, 2017R1E1A1A03070886)
Text and Data Mining valid from 2019-11-26
Version of Record valid from 2019-11-26
Article History
Received: 16 May 2019
Revised: 19 September 2019
First Online: 26 November 2019