Impacts of Jumps and Stochastic Interest Rates on the Fair Costs of Guaranteed Minimum Death Benefit Contracts
Year of publication: |
2011
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Authors: | Quittard-Pinon, François ; Randrianarivony, Rivo |
Published in: |
The Geneva risk and insurance review. - Basingstoke : Palgrave Macmillan, ISSN 1554-964X, ZDB-ID 21979923. - Vol. 36.2011, 1, p. 51-74
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Saved in:
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