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

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

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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⟩
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