Valuing equity-linked death benefits and other contingent options: a discounted density approach (Q2444708)
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scientific article; zbMATH DE number 6282681
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| English | Valuing equity-linked death benefits and other contingent options: a discounted density approach |
scientific article; zbMATH DE number 6282681 |
Statements
Valuing equity-linked death benefits and other contingent options: a discounted density approach (English)
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10 April 2014
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equity-linked death benefits
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variable annuities
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minimum guaranteed death benefits
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exponential stopping
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option pricing
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discounted density
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0.870121419429779
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0.857302188873291
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0.8543266654014587
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0.8097431063652039
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