Equity-linked annuity pricing with cliquet-style guarantees in regime-switching and stochastic volatility models with jumps (Q2397852)

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Equity-linked annuity pricing with cliquet-style guarantees in regime-switching and stochastic volatility models with jumps
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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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