Valuing equity-linked death benefits in jump diffusion models
Hans U. Gerber; Elias S. W. Shiu; Hailiang Yang
| Year of publication: |
2013
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|---|---|
| Authors: | Gerber, Hans U. ; Shiu, Elias S. W. ; Yang, Hailiang |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 53.2013, 3, p. 615-623
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| Subject: | Equity-linked death benefits | Variable annuities | Jump diffusion | Exponential stopping | Barrier options | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Stochastischer Prozess | Stochastic process | Sterblichkeit | Mortality | Lebensversicherung | Life insurance | Volatilität | Volatility |
| 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/10010227922