Efficient simulation and valuation of equity-indexed annuities under a two-factor G2++ model (Q6649325)
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scientific article; zbMATH DE number 7954745
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient simulation and valuation of equity-indexed annuities under a two-factor G2++ model |
scientific article; zbMATH DE number 7954745 |
Statements
Efficient simulation and valuation of equity-indexed annuities under a two-factor G2++ model (English)
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5 December 2024
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life insurance
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equity-indexed annuities
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interest rate risk
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G2++ model
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annual guarantee
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cliquet guarantee
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