Valuation of inflation-linked annuities in a Lévy market

DOI10.1155/2011/897954zbMath1229.91320OpenAlexW2013994347WikidataQ58690564 ScholiaQ58690564MaRDI QIDQ642790

Sure Mataramvura

Publication date: 27 October 2011

Published in: Journal of Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2011/897954

Mathematics Subject Classification ID

Related Items (1)

Optimal investment-consumption and life insurance selection problem under inflation. A BSDE approach

Cites Work

• Minimal \(f^q\)-Martingale measures for exponential Lévy processes
• Lévy Processes and Stochastic Calculus
• Unnamed Item

This page was built for publication: Valuation of inflation-linked annuities in a Lévy market