Pricing of Ratchet equity-indexed annuities under stochastic interest rates

Insurance: Mathematics and Economics - Tập 41 - Trang 317-338 - 2007
Masaaki Kijima1,2, Tony Wong3
1Graduate School of Social Sciences, Tokyo Metropolitan University, Japan
2Daiwa Securities Group Chair, Graduate School of Economics, Kyoto University, Japan
3Graduate School of Economics, Kyoto University, Japan

Tài liệu tham khảo

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