Pricing inflation-linked variable annuities under stochastic interest rates (Q2252282)
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scientific article; zbMATH DE number 6317663
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Pricing inflation-linked variable annuities under stochastic interest rates |
scientific article; zbMATH DE number 6317663 |
Statements
Pricing inflation-linked variable annuities under stochastic interest rates (English)
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16 July 2014
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inflation
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HJM
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variable annuities
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retirement
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derivatives
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investment
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0.7962533235549927
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0.7530001997947693
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0.7420613765716553
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0.7338768243789673
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0.728783905506134
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