Pricing Equity-Indexed Annuities under Stochastic Interest Rates Using Copulas

The probability tree of the combined insurance product ($j=\mathrm{1,2},3$), short-term rate, and index processes between $t$ and $t+1$ given that $K(x)\ge t\text{,}$${\mathbf{l}}_t$, and ${\mathbf{i}}_t.$