Pricing annuity guarantees under a double regime-switching model (Q2347059)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing annuity guarantees under a double regime-switching model |
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Pricing annuity guarantees under a double regime-switching model (English)
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26 May 2015
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equity-indexed annuity
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variable annuity
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regime-switching
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Esscher transform
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fast Fourier transform
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