Valuation of Variable Annuities with Guaranteed Minimum Withdrawal Benefit Under Stochastic Interest Rate
| Year of publication: |
2017
|
|---|---|
| Authors: | Shevchenko, Pavel V. |
| Other Persons: | Luo, Xiaolin (contributor) |
| Publisher: |
[2017]: [S.l.] : SSRN |
| Subject: | Stochastischer Prozess | Stochastic process | Zins | Interest rate | Optionspreistheorie | Option pricing theory | CAPM |
| Description of contents: |
A variable annuity contra ...
|
freely available
| Extent: | 1 Online-Ressource (32 p) |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 15, 2017 erstellt |
| Other identifiers: | 10.2139/ssrn.2730367 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012970069