Valuation of Equity-indexed Annuities with Stochastic Interest Rate and Jump Diffusion (Q2921838): Difference between revisions

@@ Property / author @@
+Lin-Yi Qian
@@ Property / author: Lin-Yi Qian / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1080/03610926.2012.690488
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@@ Property / OpenAlex ID @@
+W2072006606
@@ Property / OpenAlex ID: W2072006606 / rank @@
+Normal rank
@@ Property / cites work @@
+Pricing of Unit-linked Life Insurance Policies
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@@ Property / cites work @@
+Nonparametric Pricing of Interest Rate Derivative Securities
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+The design of equity-indexed annuities
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+Pricing Lookback Options and Dynamic Guarantees
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+Q5480304
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+Catastrophe options with stochastic interest rates and compound Poisson losses
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+Optimal surrender strategies for equity-indexed annuity investors
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+Valuation of equity-indexed annuity under stochastic mortality and interest rate
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+Valuing Equity-Indexed Annuities
@@ Property / cites work: Valuing Equity-Indexed Annuities / rank @@
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