Pricing of Ratchet equity-indexed annuities under stochastic interest rates (Q2463567): Difference between revisions

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Revision as of 14:10, 27 June 2024

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Pricing of Ratchet equity-indexed annuities under stochastic interest rates
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    Pricing of Ratchet equity-indexed annuities under stochastic interest rates (English)
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    14 December 2007
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    Ratchet EIA
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    extended Vasicek model
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    forward measure
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    forward valuation method
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    multivariate normal CDF
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