Valuation of Equity-indexed Annuities with Stochastic Interest Rate and Jump Diffusion (Q2921838): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 09:02, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation of Equity-indexed Annuities with Stochastic Interest Rate and Jump Diffusion |
scientific article |
Statements
Valuation of Equity-indexed Annuities with Stochastic Interest Rate and Jump Diffusion (English)
0 references
14 October 2014
0 references
compound Poisson process
0 references
stochastic interest rate
0 references
equity-indexed annuity
0 references
