Pricing and optimal surrender strategies of variable annuities with correlated interest rates and jump-diffusion equity

Journal of Computational and Applied Mathematics 2026 Open access

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Authors: Sicong Lyu, Andrea Molent, Xiao Ling Wei
DOI: 10.1016/j.cam.2026.117883
Cited by: 0
References: 24

Fields of Study & Subjects

Financial Literacy Pension Retirement Analysis Insurance Mortality Demography Risk Management Global Health Care Issues

Publication details

Journal / source
Journal of Computational and Applied Mathematics
Publisher
Elsevier BV
Volume
489
Pages
117883–117883
Publication date
12 June 2026
Language
EN