Evaluation of equity-indexed annuities under transaction costs

zbMATH Open1333.91026MaRDI QIDQ2801425FDOQ2801425

Patrice Gaillardetz, Joe Youssef Lakhmiri

Publication date: 7 April 2016

Published in: Mitteilungen. Schweizerische Aktuarvereinigung (SAV) (Search for Journal in Brave)

Full work available at URL: https://www.e-periodica.ch/cntmng?pid=msa-003:2009:0::124

Mathematics Subject Classification ID

Actuarial mathematics (91G05) Derivative securities (option pricing, hedging, etc.) (91G20)

Cited In (1)

• Valuing equity-indexed annuities with icicled barrier options

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