How sensitive is the pricing of lookback and interest rate guarantees when changing the modelling assumptions?

From MaRDI portal
Publication:896747

DOI10.1016/J.INSMATHECO.2015.08.004zbMath1348.91294OpenAlexW2215031064MaRDI QIDQ896747

Carolina Orozco-Garcia, Hato Schmeiser

Publication date: 14 December 2015

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2015.08.004




Related Items (1)




Cites Work




This page was built for publication: How sensitive is the pricing of lookback and interest rate guarantees when changing the modelling assumptions?