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Optimal consumption, investment and life insurance with surrender option guarantee.

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Bibliographic Details
Title: Optimal consumption, investment and life insurance with surrender option guarantee.
Authors: Kronborg, Morten Tolver1,2 (AUTHOR) mtk@atp.dk, Steffensen, Mogens2 (AUTHOR)
Source: Scandinavian Actuarial Journal. Feb2015, Vol. 2015 Issue 1, p59-87. 29p.
Database: Academic Search Ultimate
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Description
ISSN:03461238
DOI:10.1080/03461238.2013.775964