Valuation of equity-indexed annuity under stochastic mortality and interest rate
Linyi Qian; Wei Wang; Rongming Wang; Yincai Tang
| Year of publication: |
2010
|
|---|---|
| Authors: | Qian, Linyi ; Wang, Wei ; Wang, Rongming ; Tang, Yincai |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 47.2010, 2, p. 123-129
|
| Subject: | Sterblichkeit | Mortality | Stochastischer Prozess | Stochastic process | Zins | Interest rate | Theorie | Theory | Lebensversicherung | Life insurance |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008654268