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  • Search: subject:"two-factor willow tree method"
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Subject
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Finanzmathematik 1 GMDB 1 GMMB 1 GMWB 1 Hull-White model 1 Interest rate 1 Mathematical finance 1 Option pricing theory 1 Optionspreistheorie 1 Risikomaß 1 Risk measure 1 Stochastic process 1 Stochastischer Prozess 1 Variable annuity 1 Zins 1 conditional tail expectation 1 stochastic interest rate 1 two-factor willow tree method 1 value at risk 1
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Article 1
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1
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Wang, JinDong 1 Xu, Wei 1
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ASTIN bulletin : the journal of the International Actuarial Association 1
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ECONIS (ZBW) 1
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Risk-based capital for variable annuity under stochastic interest rate
Wang, JinDong; Xu, Wei - In: ASTIN bulletin : the journal of the International … 50 (2020) 3, pp. 959-999
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