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Pricing of Equity-indexed Annuities in a Regime-switching Model
Language: en
Pages: 90

Pricing of Equity-indexed Annuities in a Regime-switching Model

Authors: Franziska Thieme
Categories: Equity indexed annuities
Type: BOOK - Published: 2010 - Publisher:

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Pricing Options and Equity-Indexed Annuities in Regime-Switching Models by Trinomial Tree Method
Language: en
Pages:

Pricing Options and Equity-Indexed Annuities in Regime-Switching Models by Trinomial Tree Method

Authors: Fei-Lung Yuen
Categories:
Type: BOOK - Published: 2017-01-26 - Publisher:

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Pricing Options and Equity-indexed Annuities in Regime-switching Models by Trinomial Tree Method
Language: en
Pages: 232

Pricing Options and Equity-indexed Annuities in Regime-switching Models by Trinomial Tree Method

Authors: Fei-lung Yuen
Categories: Derivative securities
Type: BOOK - Published: 2010 - Publisher:

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Equity-Linked Annuity Pricing with Cliquet-Style Guarantees in Regime-Switching and Stochastic Volatility Models with Jumps
Language: en
Pages: 36

Equity-Linked Annuity Pricing with Cliquet-Style Guarantees in Regime-Switching and Stochastic Volatility Models with Jumps

Authors: Zhenyu Cui
Categories:
Type: BOOK - Published: 2018 - Publisher:

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In this paper, we develop a novel and efficient transform-based method to price equity-linked annuities (ELAs), including equity-indexed annuities (EIAs) and cl
Pricing Equity Index Annuities with Surrender Options in Four Models
Language: en
Pages: 38

Pricing Equity Index Annuities with Surrender Options in Four Models

Authors: Abdou Kélani
Categories:
Type: BOOK - Published: 2015 - Publisher:

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Since Keyport Life first launched ”Key Index” in February 1995, Equity-indexed annuities are considered to be the most innovative products to appear on the

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