@article{3ad85c8529c64176b2df651fb03c6765,
title = "Optimal consumption, investment and life insurance with surrender option guarantee",
keywords = "stochastic control, CRRA utility, option-based portfolio insurance, rate guarantee, martingale method, life insurance",
author = "Kronborg, {Morten Tolver} and Mogens Steffensen",
year = "2015",
month = jan,
day = "2",
doi = "10.1080/03461238.2013.775964",
language = "English",
volume = "2015",
pages = "59--87",
journal = "Scandinavian Actuarial Journal",
issn = "0346-1238",
publisher = "Taylor & Francis Scandinavia",
number = "1",
}