Valuation of life insurance products under stochastic interest rates
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Publication:939351
DOI10.1016/j.insmatheco.2007.02.009zbMath1141.91510OpenAlexW2085884683MaRDI QIDQ939351
Publication date: 22 August 2008
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2007.02.009
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Pricing equity-indexed annuities under stochastic interest rates using copulas ⋮ A linear algebraic method for pricing temporary life annuities and insurance policies
Cites Work
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- Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk
- Valuation of Equity-Linked Insurance and Annuity Products with Binomial Models
- Introductory Stochastic Analysis for Finance and Insurance
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