Impact of volatility clustering on equity indexed annuities
From MaRDI portal
Publication:2374129
DOI10.1016/j.insmatheco.2016.10.009zbMath1371.91090OpenAlexW2540865463MaRDI QIDQ2374129
Publication date: 14 December 2016
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2016.10.009
Applications of statistics to actuarial sciences and financial mathematics (62P05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
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