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Pricing Surrender Risk in Ratchet Equity-Index Annuities under Regime-Switching Lévy Processes.

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Bibliographic Details
Title: Pricing Surrender Risk in Ratchet Equity-Index Annuities under Regime-Switching Lévy Processes.
Authors: Kolkiewicz, Adam W.1, Lin, Fangyuan Sally2
Source: North American Actuarial Journal. 2017, Vol. 21 Issue 3, p433-457. 25p.
Database: Mathematics Source
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PubType: Academic Journal
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  Data: Pricing Surrender Risk in Ratchet Equity-Index Annuities under Regime-Switching Lévy Processes.
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  Data: <searchLink fieldCode="JN" term="%22North+American+Actuarial+Journal%22">North American Actuarial Journal</searchLink>. 2017, Vol. 21 Issue 3, p433-457. 25p.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=msf&AN=124895766
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        Value: 10.1080/10920277.2017.1302804
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      – Code: eng
        Text: English
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        PageCount: 25
        StartPage: 433
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      – TitleFull: Pricing Surrender Risk in Ratchet Equity-Index Annuities under Regime-Switching Lévy Processes.
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