Pricing equity-indexed annuities with path-dependent options.
type: Item
instance of: scholarly article
title: Pricing equity-indexed annuities with path-dependent options.
zbMATH Open document ID: 1103.91368
author: Hangsuck Lee
published in: Insurance Mathematics \& Economics
publication date: 2004-02-14T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91B28
zbMATH DE Number: 2041766
zbMATH Keywords: Equity-indexed annuities
zbMATH Keywords: Participation rate
zbMATH Keywords: Indexing method
zbMATH Keywords: Esscher
zbMATH Keywords: transforms
zbMATH Keywords: Option
zbMATH Keywords: Pricing
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2003.09.006
OpenAlex ID: W2033435952
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DOI: 10.1016/J.INSMATHECO.2003.09.006
description: scientific article; zbMATH DE number 2041766