ホーム
探索
nav.journalClub
トレンド
その他
synapse
⌘+K
言語
日本語
日本語
Robust pricing of equity-Indexed annuities under uncertain volatility and stochastic interest rate | Synapse
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
Key Points
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.
Mark Helpful
Like
Save
Bookmark
Relay
Share
Cite This Study
Copy
Goudenège et al. (Thu,) studied this question.
synapsesocial.com/papers/69a767f1badf0bb9e87e2f9c
https://doi.org/https://doi.org/10.1016/j.insmatheco.2026.103229
Mark Helpful
Like
Save
Bookmark
Relay
Share