The fair value of guaranteed annuity options (Q3440844): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
Set OpenAlex properties.
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1080/03461230500462204 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W3122848437 / rank
 
Normal rank

Revision as of 01:11, 20 March 2024

scientific article
Language Label Description Also known as
English
The fair value of guaranteed annuity options
scientific article

    Statements

    The fair value of guaranteed annuity options (English)
    0 references
    0 references
    0 references
    29 May 2007
    0 references
    fair value
    0 references
    options
    0 references
    annuities
    0 references
    stochastic mortality
    0 references
    longevity risk
    0 references
    financial risk
    0 references
    double stochastic stopping times
    0 references
    affine processes
    0 references

    Identifiers