Equity-linked annuity pricing with cliquet-style guarantees in regime-switching and stochastic volatility models with jumps

出版年份 2017 全文链接

标题

作者

关键词

Life insurance, Equity-linked annuity, Cliquet-style guarantee, Stochastic volatility, Jump diffusion, Regime-switching

出版物

Volume 74, Issue -, Pages 46-62

出版商

Elsevier BV

发表日期

2017-03-07

DOI

10.1016/j.insmatheco.2017.02.010

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