Pricing Surrender Risk in Ratchet Equity-Index Annuities under Regime-Switching Lévy Processes.
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| Title: | Pricing Surrender Risk in Ratchet Equity-Index Annuities under Regime-Switching Lévy Processes. |
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| Authors: | Kolkiewicz, Adam W.1, Lin, Fangyuan Sally2 |
| Source: | North American Actuarial Journal. 2017, Vol. 21 Issue 3, p433-457. 25p. |
| Database: | Mathematics Source |
| ISSN: | 10920277 |
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| DOI: | 10.1080/10920277.2017.1302804 |
