Cliquet-style return guarantees in a regime switching Lévy model (Q506080)
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scientific article; zbMATH DE number 6679041
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| English | Cliquet-style return guarantees in a regime switching Lévy model |
scientific article; zbMATH DE number 6679041 |
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Cliquet-style return guarantees in a regime switching Lévy model (English)
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31 January 2017
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insurance contracts
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cliquet-style guarantee
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Ratchet-type guarantee
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annual guarantee
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regime switching
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Lévy model
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Fourier pricing
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0.8049622774124146
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0.782228410243988
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0.7819461226463318
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