Jeon, Junkee; Kwak, Minsuk; Park, Kyunghyun Horizon effect on optimal retirement decision. (English) Zbl 1518.91222 Quant. Finance 23, No. 1, 123-148 (2023). MSC: 91G05 60G40 35R35 PDFBibTeX XMLCite \textit{J. Jeon} et al., Quant. Finance 23, No. 1, 123--148 (2023; Zbl 1518.91222) Full Text: DOI
Jeon, Junkee; Kwak, Minsuk Pricing variable annuity with surrender guarantee. (English) Zbl 1471.91463 J. Comput. Appl. Math. 393, Article ID 113508, 20 p. (2021). Reviewer: Hanspeter Schmidli (Köln) MSC: 91G05 60G40 PDFBibTeX XMLCite \textit{J. Jeon} and \textit{M. Kwak}, J. Comput. Appl. Math. 393, Article ID 113508, 20 p. (2021; Zbl 1471.91463) Full Text: DOI
Jeon, Junkee; Kwak, Minsuk Optimal surrender strategies and valuations of path-dependent guarantees in variable annuities. (English) Zbl 1417.91274 Insur. Math. Econ. 83, 93-109 (2018). MSC: 91B30 PDFBibTeX XMLCite \textit{J. Jeon} and \textit{M. Kwak}, Insur. Math. Econ. 83, 93--109 (2018; Zbl 1417.91274) Full Text: DOI