Valuation of equity-indexed annuities under stochastic interest rates. (English) Zbl 1084.60530

Lin, X. Sheldon; Tan, Ken Seng

N. Am. Actuar. J. 7, No. 4, 72-91 (2003).

MSC:

60H30	Applications of stochastic analysis (to PDEs, etc.)
60H10	Stochastic ordinary differential equations (aspects of stochastic analysis)

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