Impacts of Jumps and Stochastic Interest Rates on the Fair Costs of Guaranteed Minimum Death Benefit Contracts

GENEVA Risk and Insurance Review - United Kingdom
doi 10.1057/grir.2010.5
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Springer Science and Business Media LLC

Related search

Pricing American Options Under Stochastic Volatility and Stochastic Interest Rates

Journal of Financial Economics
ManagementFinanceEconomicsStrategyAccountingEconometrics
2010English

Intergenerational Effects of Guaranteed Pension Contracts

GENEVA Risk and Insurance Review
ManagementFinanceBusinessEconomicsAccountingEconometrics
2007English

Real Option Problems With Stochastic Interest Rates

INFRASTRUCTURE PLANNING REVIEW
2007English

National Hockey League Guaranteed Contracts

Management Research Review
AccountingManagementBusiness
2015English

On the Correlation of Exchange Rates and Interest Rates

Journal of International Money and Finance
EconomicsEconometricsFinance
1986English

Public Contracts and Fair Trade

Acta academica karviniensia
2015English

Bounds for Present Value Functions With Stochastic Interest Rates and Stochastic Volatility

Insurance: Mathematics and Economics
UncertaintyEconomicsStatisticsEconometricsProbability
2002English

Regime-Switching Stochastic Volatility and Short-Term Interest Rates

SSRN Electronic Journal
2001English

Transaction Costs and the Duration of Contracts

SSRN Electronic Journal
2017English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy