The fair value of guaranteed annuity options (Q3440844)

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The fair value of guaranteed annuity options
scientific article

    Statements

    title
    The fair value of guaranteed annuity options (English)
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    author
    Enrico Biffis
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    Pietro Millossovich
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    publication date
    29 May 2007
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    zbMATH Keywords
    fair value
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    options
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    annuities
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    stochastic mortality
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    longevity risk
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    financial risk
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    double stochastic stopping times
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    affine processes
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    cites work
    Q4794153
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    Q4492756
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    Q3731421
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    Identifiers

    zbMATH DE Number
    5158828
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    OpenAlex ID
    W3122848437
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