Impacts of Jumps and Stochastic Interest Rates on the Fair Costs of Guaranteed Minimum Death Benefit Contracts

Autor:	Quittard-Pinon, François, Randrianarivony, Rivo
Zdroj:	The Geneva Risk and Insurance Review, 2011 Jun 01. 36(1), 51-73.
Databáze:	JSTOR Journals
Externí odkaz:	https://www.jstor.org/stable/24712662 Zobrazit plný text záznamu Full text from SpringerLink