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March 3, 2026
Robust pricing of equity-Indexed annuities under uncertain volatility and stochastic interest rate
LG
Ludovic Goudenège
AM
Andrea Molent
AZ
Antonino Zanette
Puntos clave
The robust pricing of equity-indexed annuities decreases risk exposure, enhancing investment security.
Key metrics indicate that the pricing model adjusts effectively under uncertain volatility and fluctuating interest rates.
Assessment employed a theoretical model that incorporates stochastic interest rates and volatile market conditions.
These findings support better financial strategies, yet remain theoretical and require further practical validation.
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Robust pricing of equity-Indexed annuities under uncertain volatility and stochastic interest rate | Synapse
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Goudenège et al. (Thu,) studied this question.
synapsesocial.com/papers/69a767f1badf0bb9e87e2f9c
https://doi.org/https://doi.org/10.1016/j.insmatheco.2026.103229