Impact of volatility clustering on equity indexed annuities (Q2374129)
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scientific article; zbMATH DE number 6663370
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| English | Impact of volatility clustering on equity indexed annuities |
scientific article; zbMATH DE number 6663370 |
Statements
Impact of volatility clustering on equity indexed annuities (English)
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14 December 2016
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variable annuities
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life insurance
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Hawkes process
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self-exciting process
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jump process
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0.8459309339523315
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0.8430890440940857
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0.7906630039215088
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0.7790212631225586
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