Pricing Ratchet Equity-Indexed Annuities with Early Surrender Risk in a CIR++ Model (Q5742647): Difference between revisions

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Latest revision as of 06:11, 19 July 2024

scientific article; zbMATH DE number 7054997
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English
Pricing Ratchet Equity-Indexed Annuities with Early Surrender Risk in a CIR++ Model
scientific article; zbMATH DE number 7054997

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    Pricing Ratchet Equity-Indexed Annuities with Early Surrender Risk in a CIR++ Model (English)
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    15 May 2019
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    ratchet equity-indexed annuities
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    CIR\(++\) stochastic interest rates
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    asymptotic expansion
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