| Optimal surrender strategies for equity-indexed annuity investors with partial information | |
| Wei, Jiaqin; Wang, Rongming; Yang, Hailiang | |
| 刊名 | STATISTICS & PROBABILITY LETTERS
 |
| 2012 | |
| 卷号 | 82期号:7页码:1251-1258 |
| 关键词 | Equity-indexed annuity Regime switching Optimal stopping Partial information Logarithmic utility |
| DOI | 10.1016/j.spl.2012.03.021 |
| URL标识 | 查看原文 |
| 内容类型 | 期刊论文 |
| URI标识 | http://www.corc.org.cn/handle/1471x/5189139 |
| 专题 | 山东大学 |
| 作者单位 | 1.Univ Hong Kong, Dept Stat & Actuarial Sci, Hong Kong, Hong Kong, Peoples R China. 2.Shandong Univ, Sch Math & Syst |
| 推荐引用方式 GB/T 7714 | Wei, Jiaqin,Wang, Rongming,Yang, Hailiang. Optimal surrender strategies for equity-indexed annuity investors with partial information[J]. STATISTICS & PROBABILITY LETTERS,2012,82(7):1251-1258. |
| APA | Wei, Jiaqin,Wang, Rongming,&Yang, Hailiang.(2012).Optimal surrender strategies for equity-indexed annuity investors with partial information.STATISTICS & PROBABILITY LETTERS,82(7),1251-1258. |
| MLA | Wei, Jiaqin,et al."Optimal surrender strategies for equity-indexed annuity investors with partial information".STATISTICS & PROBABILITY LETTERS 82.7(2012):1251-1258. |
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