Pricing Equity-Indexed Annuities under Stochastic Interest Rates Using Copulas

<div class="floats-full-page floats-full-page-figure"><h2>Figure 1</h2><div class="floats-full-page-caption"><table>The probability tree of the BDT model process over 3 years.</table></div><div class="floats-full-page-content"><table class="table-group" width="800px"><tr class="fig-image"><td><img alt="726389.fig.001" src="https://static-01.hindawi.com/articles/jps/volume-2010/726389/figures/726389.fig.001.jpg" /></td></tr></table></div></div>

Figure 1 | Pricing Equity-Indexed Annuities under Stochastic Interest Rates Using Copulas

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Figure 1: Pricing Equity-Indexed Annuities under Stochastic Interest Rates Using Copulas

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