Pages that link to "Item:Q2075983"
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The following pages link to Pricing some life-contingent lookback options under regime-switching Lévy models (Q2075983):
Displaying 7 items.
- Valuation of a DB underpin hybrid pension under a regime-switching Lévy model (Q2088855) (← links)
- Efficient valuation of guaranteed minimum maturity benefits in regime switching jump diffusion models with surrender risk (Q2104088) (← links)
- VALUING EQUITY-LINKED DEATH BENEFITS IN A REGIME-SWITCHING FRAMEWORK (Q4563742) (← links)
- Randomization and the valuation of guaranteed minimum death benefits (Q6167872) (← links)
- Valuation and optimal surrender of variable annuities with guaranteed minimum benefits and periodic fees (Q6169661) (← links)
- Valuing equity-linked death benefits on multiple life with time until death following a \(K_n\) distribution (Q6534962) (← links)
- The bilateral Gamma motion: calibration and option pricing (Q6643155) (← links)