Skip to main navigation
Skip to search
Skip to main content
University of Copenhagen Research Portal Home
Help & FAQ
Dansk
English
Home
Profiles
Research output
Research units
Press/Media
Activities
Prizes
???studenttheses???
Datasets
Search by expertise, name or affiliation
Optimal consumption, investment and life insurance with surrender option guarantee
Morten Tolver Kronborg,
Mogens Steffensen
Department of Mathematical Sciences
11
Citations (Scopus)
Overview
Fingerprint
Fingerprint
Dive into the research topics of 'Optimal consumption, investment and life insurance with surrender option guarantee'. Together they form a unique fingerprint.
Sort by
Weight
Alphabetically
Business & Economics
Black-Scholes
17%
Calibration
15%
Consumption Insurance
92%
Guarantee
48%
Income
14%
Investors
35%
Life Annuities
21%
Life Insurance
64%
Optimal Consumption
75%
Optimal Strategy
15%
Pensions
18%
Portfolio Insurance
20%
Rate of Return
24%
Surrender Option
100%
Uncertain Lifetime
24%
Mathematics
Black-Scholes
26%
Calibration
21%
Form
8%
Insurance
64%
Life
52%
Lifetime
20%
Market
20%
Optimal Strategy
22%
Valid
14%