Analyzing the interest rate risk of equity-indexed annuities via scenario matrices
Year of publication: |
2024
|
---|---|
Authors: | Günther, Sascha ; Hieber, Peter |
Published in: |
Insurance : mathematics and economics. - Amsterdam : North Holland Publ. Co., ISSN 0167-6687, ZDB-ID 2010248-3. - Vol. 114.2024, p. 15-28
|
Subject: | Cliquet-style guarantees | Equity-indexed annuities | Stochastic interest rates | Vasicek model |
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