Valuing equity-linked death benefits with a threshold expense strategy (Q2347060)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuing equity-linked death benefits with a threshold expense strategy |
scientific article |
Statements
Valuing equity-linked death benefits with a threshold expense strategy (English)
0 references
26 May 2015
0 references
equity-linked products
0 references
guaranteed minimum death benefits
0 references
threshold expense strategy
0 references
refracted Lévy process
0 references
Itô's formula
0 references
0 references
