Valuing inflation-linked death benefits under a stochastic volatility framework (Q343966)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuing inflation-linked death benefits under a stochastic volatility framework |
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Valuing inflation-linked death benefits under a stochastic volatility framework (English)
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21 November 2016
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guaranteed minimum death benefits
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variable annuities
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Heath-Jarrow-Morton model
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Schöbel and Zhu model
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stochastic volatility
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stochastic inflation
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stochastic interest rates
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