How sensitive is the pricing of lookback and interest rate guarantees when changing the modelling assumptions? (Q896747): Difference between revisions

@@ Property / DOI @@
-.1016/j.insmatheco.2015.08.004
@@ Property / DOI: 10.1016/j.insmatheco.2015.08.004 / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2015.08.004
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+W2215031064
@@ Property / OpenAlex ID: W2215031064 / rank @@
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@@ Property / cites work @@
+Pricing equity-linked life insurance with endogenous minimum guarantees
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+.1016/J.INSMATHECO.2015.08.004
@@ Property / DOI: 10.1016/J.INSMATHECO.2015.08.004 / rank @@
+Normal rank