Pricing Surrender Risk in Ratchet Equity-Index Annuities under Regime-Switching Lévy Processes (Q5379237)
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scientific article; zbMATH DE number 7059876
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing Surrender Risk in Ratchet Equity-Index Annuities under Regime-Switching Lévy Processes |
scientific article; zbMATH DE number 7059876 |
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Pricing Surrender Risk in Ratchet Equity-Index Annuities under Regime-Switching Lévy Processes (English)
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28 May 2019
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surrender risk
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numerical pricing
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Ratchet equity-index annuities
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regime-switching Lévy processes
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