Variable annuities in a Lévy-based hybrid model with surrender risk
Laura Ballotta, Ernst Eberlein, Thorsten Schmidt and Raghid Zeineddine
| Year of publication: |
2020
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|---|---|
| Authors: | Ballotta, Laura ; Eberlein, Ernst ; Schmidt, Thorsten ; Zeineddine, Raghid |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 20.2020, 5, p. 867-886
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| Subject: | Finance | Hybrid models | Lévy processes | Surrender risk | Variable annuities | Theorie | Theory | Risiko | Risk | Lebensversicherung | Life insurance | Stochastischer Prozess | Stochastic process | Private Altersvorsorge | Private retirement provision | Risikomodell | Risk model | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2019.1687929 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012262632