Efficient simulation and valuation of equity-indexed annuities under a two-factor G2++ model

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serval:BIB_029082EBFE29
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Article: article from journal or magazin.
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Title
Efficient simulation and valuation of equity-indexed annuities under a two-factor G2++ model
Journal
European Actuarial Journal
Author(s)
Sascha Günther, Peter Hieber
Publication state
Published
Issued date
2024
Language
english
DOI
10.1007/s13385-024-00392-6
Publisher's website
https://doi.org/10.1007/s13385-024-00392-6
Create date
02/12/2024 9:30
Last modification date
02/12/2024 9:36
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