The fair value of guaranteed annuity options (Q3440844)
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scientific article; zbMATH DE number 5158828
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The fair value of guaranteed annuity options |
scientific article; zbMATH DE number 5158828 |
Statements
The fair value of guaranteed annuity options (English)
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29 May 2007
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fair value
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options
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annuities
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stochastic mortality
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longevity risk
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financial risk
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double stochastic stopping times
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affine processes
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0.8667788505554199
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0.8576313257217407
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0.8539727926254272
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0.8506754636764526
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0.8290566802024841
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