View in EDS

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

Saved in:
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
Be the first to leave a comment!
You must be logged in first