Robust pricing of equity-Indexed annuities under uncertain volatility and stochastic interest rate

Insurance Mathematics and Economics 2026 Open access

Read full text
Authors: Ludovic Goudenège, Andrea Molent, Antonino Zanette
DOI: 10.1016/j.insmatheco.2026.103229
Cited by: 0
References: 20

Fields of Study & Subjects

Stochastic processes and financial applications Insurance and Financial Risk Management Probability and Risk Models

Publication details

Journal / source
Insurance Mathematics and Economics
Volume
127
Pages
103229–103229
Publication date
5 February 2026
Language
EN