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Cogent Economics & Finance Volume 5, 2017 - Issue 1
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Research Article

Evaluation of variable annuity guarantees with the effect of jumps in the asset price process

Mussa JumaDepartment of Mathematical and Actuarial Sciences, Universiti Tunku Abdul Rahman, Selangor, MalaysiaView further author information
,
Min Cherng LeeDepartment of Mathematical and Actuarial Sciences, Universiti Tunku Abdul Rahman, Selangor, MalaysiaCorrespondence[email protected]
ORCID Iconhttps://orcid.org/0000-0002-7904-4537View further author information
ORCID Icon,
Seong Tah ChinDepartment of Mathematical and Actuarial Sciences, Universiti Tunku Abdul Rahman, Selangor, MalaysiaView further author information
&
Kian Wah LiewDepartment of Applied Mathematics, Nottingham University Malaysia Campus, Semenyih, MalaysiaView further author information
|
David McMillanUniversity of Stirling, UKView further author information
(Reviewing Editor)
Article: 1326218 | Received 16 Jan 2017, Accepted 31 Mar 2017, Published online: 13 Jun 2017

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