Impacts of Jumps and Stochastic Interest Rates on the Fair Costs of Guaranteed Minimum Death Benefit Contracts

2008 ◽  
Author(s):  
Francois Quittard-Pinon ◽  
Rivo A Randrianarivony
2012 ◽  
Author(s):  
Jan F. Baldeaux ◽  
Man Chung Fung ◽  
Katja Ignatieva ◽  
Eckhard Platen

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