The benefit of life insurance contracts with capped index participation when stock prices are subject to jump risk
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Publication:1627633
DOI10.1007/S11147-017-9131-9zbMath1418.91249OpenAlexW3126027089MaRDI QIDQ1627633
Publication date: 30 November 2018
Published in: Review of Derivatives Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11147-017-9131-9
derivativeslife insuranceinterest rate guaranteescapped index participationmonthly sum capselect products
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