Optimal investment and consumption decision of a family with life insurance M Kwak, YH Shin, UJ Choi
Insurance: Mathematics and Economics 48 (2), 176-188, 2011
65 2011 Optimal portfolio selection with life insurance under inflation risk M Kwak, BH Lim
Journal of Banking & Finance 46, 59-71, 2014
64 2014 Dynamic preferences for popular investment strategies in pension funds C Bernard, M Kwak
Scandinavian Actuarial Journal 2016 (5), 398-419, 2016
30 2016 Semi-static hedging of variable annuities C Bernard, M Kwak
Insurance: Mathematics and Economics 67, 173-186, 2016
19 2016 Optimal surrender strategies and valuations of path-dependent guarantees in variable annuities J Jeon, M Kwak
Insurance: Mathematics and Economics 83, 93-109, 2018
16 2018 Optimal portfolio, consumption and retirement decision under a preference change M Kwak, YH Shin, UJ Choi
Journal of mathematical analysis and applications 355 (2), 527-540, 2009
14 2009 Cumulative Prospect Theory with Generalized Hyperbolic Skewed M Kwak, TA Pirvu
SIAM Journal on Financial Mathematics 9 (1), 54-89, 2018
13 2018 Bequest motive and incentive to retire: Consumption, investment, retirement, and life insurance strategies BH Lim, M Kwak
Finance Research Letters 16, 19-27, 2016
13 2016 Numerical approximation of the implied volatility under arithmetic Brownian motion J Choi, K Kim, M Kwak
Applied Mathematical Finance 16 (3), 261-268, 2009
13 2009 A Black–Scholes user's guide to the Bachelier model J Choi, M Kwak, CW Tee, Y Wang
Journal of Futures Markets 42 (5), 959-980, 2022
11 2022 Time preference and real investment KJ Choi, M Kwak, G Shim
Journal of Economic Dynamics and Control 83, 18-33, 2017
9 2017 Horizon effect on optimal retirement decision J Jeon, M Kwak, K Park
Quantitative Finance 23 (1), 123-148, 2023
8 2023 Pricing variable annuity with surrender guarantee J Jeon, M Kwak
Journal of Computational and Applied Mathematics 393, 113508, 2021
8 2021 The impact of a partial borrowing limit on financial decisions BH Lim, M Kwak
Quantitative Finance 19 (5), 859-883, 2019
7 2019 A multiperiod equilibrium pricing model M Kwak, TA Pirvu, H Zhang
Journal of Applied Mathematics 2014, 2014
7 2014 Risk minimization and portfolio diversification F Pourbabaee, M Kwak, TA Pirvu
Quantitative Finance 16 (9), 1325-1332, 2016
5 2016 Investment under Ambiguity and Regime-Switching Environment K Kim, M Kwak, UJ Choi
Available at SSRN 1424604, 2009
5 2009 A two-person zero-sum game approach for a retirement decision with borrowing constraints J Jeon, HK Koo, M Kwak
Available at SSRN 4189903, 2023
3 2023 Longevity bond pricing in equilibrium P Jevtic, M Kwak, TA Pirvu
3rd International Conference on Computational Finance (ICCF2019), 67, 2017
3 2017 Optimal consumption and investment with welfare constraints J Jeon, M Kwak
Finance and Stochastics, 1-61, 2024
2 2024 