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A stability result for the HARA class with stochastic interest rates
Grasselli, M. - 2000
Persistent link: https://www.econbiz.de/10001491371
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Pricing variable annuity guarantees in a local volatility framework
Deelstra, Griselda; Rayée, Grégory - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 650-663
Persistent link: https://www.econbiz.de/10010227910
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The role of the dependence between mortality and interest rates when pricing guaranteed annuity options
Deelstra, Griselda; Grasselli, Martino; Van Weverberg, … - In: Insurance / Mathematics & economics 71 (2016), pp. 205-219
Persistent link: https://www.econbiz.de/10011630651