Valuing equity-linked death benefits in jump diffusion models (Q2015627)
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scientific article; zbMATH DE number 6306905
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| English | Valuing equity-linked death benefits in jump diffusion models |
scientific article; zbMATH DE number 6306905 |
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Valuing equity-linked death benefits in jump diffusion models (English)
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23 June 2014
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equity-linked death benefits
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variable annuities
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jump diffusion
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exponential stopping
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barrier options
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0.9368447
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0.93598044
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0.9177057
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0.91061556
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0.9105634
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0.9017217
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0.8990301
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0.8958416
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0.87665206
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