Pricing Ratchet Equity-Indexed Annuities with Early Surrender Risk in a CIR++ Model (Q5742647): Difference between revisions
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Revision as of 23:10, 5 March 2024
scientific article; zbMATH DE number 7054997
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing Ratchet Equity-Indexed Annuities with Early Surrender Risk in a CIR++ Model |
scientific article; zbMATH DE number 7054997 |
Statements
Pricing Ratchet Equity-Indexed Annuities with Early Surrender Risk in a CIR++ Model (English)
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15 May 2019
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ratchet equity-indexed annuities
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CIR\(++\) stochastic interest rates
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asymptotic expansion
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