Cliquet-style return guarantees in a regime switching Lévy model (Q506080): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+B30
@@ Property / Mathematics Subject Classification ID: 91B30 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G51
@@ Property / Mathematics Subject Classification ID: 60G51 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G20
@@ Property / Mathematics Subject Classification ID: 91G20 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6679041
@@ Property / zbMATH DE Number: 6679041 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+insurance contracts
@@ Property / zbMATH Keywords: insurance contracts / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+cliquet-style guarantee
@@ Property / zbMATH Keywords: cliquet-style guarantee / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Ratchet-type guarantee
@@ Property / zbMATH Keywords: Ratchet-type guarantee / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+annual guarantee
@@ Property / zbMATH Keywords: annual guarantee / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+regime switching
@@ Property / zbMATH Keywords: regime switching / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Lévy model
@@ Property / zbMATH Keywords: Lévy model / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Fourier pricing
@@ Property / zbMATH Keywords: Fourier pricing / rank @@
+Normal rank

Revision as of 01:35, 1 July 2023