Analyzing the interest rate risk of equity-indexed annuities via scenario matrices

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Version: Final published version
License: CC BY 4.0
Serval ID
serval:BIB_6C900F8F2464
Type
Article: article from journal or magazin.
Collection
Publications
Institution
UNIL/CHUV
Title
Analyzing the interest rate risk of equity-indexed annuities via scenario matrices
Journal
Insurance: Mathematics and Economics
Author(s)
Sascha Günther, Peter Hieber
ISSN
0167-6687
Publication state
Published
Issued date
2024
Volume
114
Pages
15-28
Language
english
URN
urn:nbn:ch:serval-BIB_6C900F8F24641
OAI-PMH
oai:serval.unil.ch:BIB_6C900F8F2464
DOI
10.1016/j.insmatheco.2023.10.003
Publisher's website
http://dx.doi.org/10.1016/j.insmatheco.2023.10.003
Create date
02/12/2023 18:13
Last modification date
03/12/2023 7:15
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