The benefit of life insurance contracts with capped index participation when stock prices are subject to jump risk
type: Item
instance of: scholarly article
title: The benefit of life insurance contracts with capped index participation when stock prices are subject to jump risk
zbMATH Open document ID: 1418.91249
author: Antje Mahayni
author: Matthias Muck
published in: Review of Derivatives Research
publication date: 2018-11-30T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 60J75
zbMATH DE Number: 6987331
zbMATH Keywords: derivatives
zbMATH Keywords: life insurance
zbMATH Keywords: interest rate guarantees
zbMATH Keywords: capped index participation
zbMATH Keywords: monthly sum cap
zbMATH Keywords: select products
MaRDI profile type: Publication
full work available at URL: s11147-017-9131-9
OpenAlex ID: W3126027089
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DOI: 10.1007/S11147-017-9131-9
description: scientific article; zbMATH DE number 6987331