Analyzing the interest rate risk of equity-indexed annuities via scenario matrices (Q6152703)
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scientific article; zbMATH DE number 7804017
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| English | Analyzing the interest rate risk of equity-indexed annuities via scenario matrices |
scientific article; zbMATH DE number 7804017 |
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Analyzing the interest rate risk of equity-indexed annuities via scenario matrices (English)
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13 February 2024
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equity-indexed annuities
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cliquet-style guarantees
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Vašíček model
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stochastic interest rates
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0.7946540713310242
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0.7928264737129211
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0.7926662564277649
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0.7890198826789856
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0.7886632680892944
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