Valuing equity-linked death benefits and other contingent options: a discounted density approach (Q2444708): Difference between revisions

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Latest revision as of 15:11, 7 July 2024

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Valuing equity-linked death benefits and other contingent options: a discounted density approach
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    Valuing equity-linked death benefits and other contingent options: a discounted density approach (English)
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    10 April 2014
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    equity-linked death benefits
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    variable annuities
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    minimum guaranteed death benefits
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    exponential stopping
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    option pricing
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    discounted density
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