“Valuation of equity-indexed annuities under stochastic interest rates” by X. S. Lin and K. S. Tan. (Discussion and reply by the authors). (English) Zbl 1085.60509

Evans, Mark D. J.

N. Am. Actuar. J. 8, No. 3, 123-125 (2004).

Concerns ibid. 7, No. 4, 72–91 (2003; Zbl 1084.60530).

MSC:

60H30	Applications of stochastic analysis (to PDEs, etc.)
60H10	Stochastic ordinary differential equations (aspects of stochastic analysis)

Citations:

Zbl 1084.60530