Cliquet-style return guarantees in a regime switching Lévy model (Q506080): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cliquet-style return guarantees in a regime switching Lévy model |
scientific article |
Statements
Cliquet-style return guarantees in a regime switching Lévy model (English)
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31 January 2017
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insurance contracts
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cliquet-style guarantee
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Ratchet-type guarantee
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annual guarantee
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regime switching
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Lévy model
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Fourier pricing
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