Valuation of equity-indexed annuity under stochastic mortality and interest rate

DOI10.1016/j.insmatheco.2010.06.005zbMath1231.91446OpenAlexW2084608124MaRDI QIDQ661223

Lin-Yi Qian, Wei Wang, Rong-Ming Wang, Yin-cai Tang

Publication date: 10 February 2012

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2010.06.005

zbMATH Keywords

stochastic interest ratestochastic mortalityequity-indexed annuity

Mathematics Subject Classification ID

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