Impacts of Jumps and Stochastic Interest Rates on the Fair Costs of Guaranteed Minimum Death Benefit Contracts - Archive ouverte HAL Access content directly
Journal Articles Geneva Risk and Insurance Review Year : 2011

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

Domains

Quantitative Finance [q-fin] Computational Finance [q-fin.CP] Quantitative Finance [q-fin] General Finance [q-fin.GN] Quantitative Finance [q-fin] Pricing of Securities [q-fin.PR] Quantitative Finance [q-fin] Computer Science [cs] Modeling and Simulation Mathematics [math] Probability [math.PR]

Rivo Randrianarivony  : Connect in order to contact the contributor

https://hal-normandie-univ.archives-ouvertes.fr/hal-02358451

Submitted on : Monday, November 11, 2019-11:06:24 PM

Last modification on : Tuesday, March 14, 2023-3:22:11 PM

Consult the full text

Dates and versions

hal-02358451 , version 1 (11-11-2019)

Identifiers

Cite

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, 2011, 36 (1), pp.51-73. ⟨10.1057/grir.2010.5⟩. ⟨hal-02358451⟩

Export

BibTeX TEI Dublin Core DC Terms EndNote Datacite

Collections

INSMI EMLYON COMUE-NORMANDIE TDS-MACS NIMEC UNIROUEN UNILEHAVRE UNICAEN IRIHS
24 View
0 Download

Altmetric

Share

Gmail Facebook Twitter LinkedIn More