Pricing equity-indexed annuities under stochastic interest rates using copulas.
Journal of Probability and Statistics (2010)
- Volume: 2010, page Article ID 726389, 29 p.-Article ID 726389, 29 p.
- ISSN: 1687-952X
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topGaillardetz, Patrice. "Pricing equity-indexed annuities under stochastic interest rates using copulas.." Journal of Probability and Statistics 2010 (2010): Article ID 726389, 29 p.-Article ID 726389, 29 p.. <http://eudml.org/doc/228637>.
@article{Gaillardetz2010,
author = {Gaillardetz, Patrice},
journal = {Journal of Probability and Statistics},
language = {eng},
pages = {Article ID 726389, 29 p.-Article ID 726389, 29 p.},
publisher = {Hindawi Publishing Corporation, New York},
title = {Pricing equity-indexed annuities under stochastic interest rates using copulas.},
url = {http://eudml.org/doc/228637},
volume = {2010},
year = {2010},
}
TY - JOUR
AU - Gaillardetz, Patrice
TI - Pricing equity-indexed annuities under stochastic interest rates using copulas.
JO - Journal of Probability and Statistics
PY - 2010
PB - Hindawi Publishing Corporation, New York
VL - 2010
SP - Article ID 726389, 29 p.
EP - Article ID 726389, 29 p.
LA - eng
UR - http://eudml.org/doc/228637
ER -
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