Open Access

Table 2

Relevant parameters sourced from references

Variable Value Symbolic
Phase 55 T
Initial liability 1 Z
Premium amount 1
Initial interest rate 0.05  
Interest rate volatility 0.026  
Speed factor 0.63  
Other parameter 0.013 5  
Stock volatility 0.25  
Correlation coefficient -0.129  
Equity allocation ratio 0.5  
Mixability parameter 0.5  
Inflation rate 0.028-0.032  
Inflation volatility 0.3  

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