Pricing Surrender Risk in Ratchet Equity-Index Annuities under Regime-Switching Lévy Processes
Work
Year: 2017
Type: article
Source: North American Actuarial Journal
Institutions University of Waterloo, Bank of Canada
Cites: 56
Cited by: 13
Related to: 10
FWCI: 0.923
Citation percentile (by year/subfield): 77.11
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Peace, justice, and strong institutions
Open Access status: closed