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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