Impact of volatility clustering on equity indexed annuities (Q2374129)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Impact of volatility clustering on equity indexed annuities |
scientific article |
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Impact of volatility clustering on equity indexed annuities (English)
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14 December 2016
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variable annuities
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life insurance
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Hawkes process
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self-exciting process
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jump process
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