Valuing equity-linked death benefits with a threshold expense strategy
Jiang Zhou; Lan Wu
| Year of publication: |
2015
|
|---|---|
| Authors: | Zhou, Jiang ; Wu, Lan |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 62.2015, p. 79-90
|
| Subject: | Equity-linked products | Guaranteed minimum death benefits | Threshold expense strategy | Refracted Lévy process | Itô's formula |
| 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/10011312086