Analyzing the interest rate risk of equity-indexed annuities via scenario matrices (Q6152703)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Analyzing the interest rate risk of equity-indexed annuities via scenario matrices |
scientific article; zbMATH DE number 7804017
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analyzing the interest rate risk of equity-indexed annuities via scenario matrices |
scientific article; zbMATH DE number 7804017 |
Statements
Analyzing the interest rate risk of equity-indexed annuities via scenario matrices (English)
0 references
13 February 2024
0 references
equity-indexed annuities
0 references
cliquet-style guarantees
0 references
Vašíček model
0 references
stochastic interest rates
0 references
