Pricing of Ratchet equity-indexed annuities under stochastic interest rates (Q2463567): Difference between revisions
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Revision as of 20:47, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing of Ratchet equity-indexed annuities under stochastic interest rates |
scientific article |
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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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