Equity-Linked Annuity Pricing with Cliquet-Style Guarantees in Regime-Switching and Stochastic Volatility Models with Jumps
Equity-Linked Annuity Pricing with Cliquet-Style Guarantees in Regime-Switching and Stochastic Volatility Models with Jumps
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DOI:
10.1016/j.insmatheco.2017.02.010
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发表时间:
2017-05
期刊:
影响因子:
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通讯作者:
Zhenyu Cui;J. Kirkby;D. Nguyen
中科院分区:
文献类型:
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作者:
Zhenyu Cui;J. Kirkby;D. Nguyen