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

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https://hal-normandie-univ.archives-ouvertes.fr/hal-02358451
Contributor : Rivo Randrianarivony <>
Submitted on : Monday, November 11, 2019 - 11:06:24 PM
Last modification on : Thursday, March 5, 2020 - 3:32:16 PM

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François Quittard-Pinon, Rivo Randrianarivony. Impacts of Jumps and Stochastic Interest Rates on the Fair Costs of Guaranteed Minimum Death Benefit Contracts. Geneva Risk and Insurance Review, Palgrave Macmillan, 2011, 36 (1), pp.51-73. ⟨10.1057/grir.2010.5⟩. ⟨hal-02358451⟩

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