Valuing equity-linked death benefits with a threshold expense strategy
Year of publication: |
2015
|
---|---|
Authors: | Zhou, Jiang ; Wu, Lan |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 62.2015, p. 79-90
|
Subject: | Equity-linked products | Guaranteed minimum death benefits | Threshold expense strategy | Refracted Lévy process | Itô's formula |
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