Equity-linked annuity pricing with cliquet-style guarantees in regime-switching and stochastic volatility models with jumps (Q2397852)
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scientific article; zbMATH DE number 6722896
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| English | Equity-linked annuity pricing with cliquet-style guarantees in regime-switching and stochastic volatility models with jumps |
scientific article; zbMATH DE number 6722896 |
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Equity-linked annuity pricing with cliquet-style guarantees in regime-switching and stochastic volatility models with jumps (English)
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24 May 2017
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life insurance
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equity-linked annuity
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cliquet-style guarantee
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stochastic volatility
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jump diffusion
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regime-switching
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0.8137432336807251
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0.8130432367324829
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0.8064077496528625
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0.7982880473136902
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0.7963945269584656
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