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Fair valuation of participating policies with surrender options and regime-switching
Tak Kuen Siu
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Corresponding author for this work
Research output
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Contribution to journal
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Article
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peer-review
66
Citations (Scopus)
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Dive into the research topics of 'Fair valuation of participating policies with surrender options and regime-switching'. Together they form a unique fingerprint.
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Mathematics
Approximation
7%
Decompose
9%
Free Boundary Problem
15%
Geometric Brownian Motion
20%
Insurance
16%
Life
13%
Linear Ordinary Differential Equations
17%
Market
15%
Optimal Stopping Problem
19%
Piecewise Linear
14%
Policy
59%
Probability Measure
13%
Regime Switching
78%
Valuation
60%
Business & Economics
Approximation
12%
Assets
8%
Decomposition
16%
Differential Equations
20%
Free Boundary Problem
24%
Geometric Brownian Motion
18%
Life Insurance
16%
Market Value
22%
Optimal Stopping Problem
21%
Regime Switching
68%
Surrender Option
100%