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Optimal consumption, investment and life insurance with surrender option guarantee
Morten Tolver Kronborg,
Mogens Steffensen
Department of Mathematical Sciences
11
Citations (Scopus)
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Dive into the research topics of 'Optimal consumption, investment and life insurance with surrender option guarantee'. Together they form a unique fingerprint.
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Business & Economics
Surrender Option
100%
Consumption Insurance
92%
Optimal Consumption
75%
Life Insurance
64%
Guarantee
48%
Investors
35%
Rate of Return
24%
Uncertain Lifetime
24%
Life Annuities
21%
Portfolio Insurance
20%
Pensions
18%
Black-Scholes
17%
Calibration
15%
Optimal Strategy
15%
Income
14%
Mathematics
Insurance
64%
Life
52%
Black-Scholes
26%
Optimal Strategy
22%
Calibration
21%
Market
20%
Lifetime
20%
Valid
14%
Form
8%