Pages that link to "Item:Q5242416"
From MaRDI portal
The following pages link to FIRST PASSAGE TIME UNDER A REGIME-SWITCHING JUMP-DIFFUSION MODEL AND ITS APPLICATION IN THE VALUATION OF PARTICIPATING CONTRACTS (Q5242416):
Displaying 8 items.
- Pricing and hedging defaultable participating contracts with regime switching and jump risk (Q777938) (← links)
- Pricing participating products under a generalized jump-diffusion model (Q936992) (← links)
- Pricing participating products with Markov-modulated jump-diffusion process: an efficient numerical PIDE approach (Q2015638) (← links)
- Value functions in a regime switching jump diffusion with delay market model (Q2671163) (← links)
- Fair Valuation of Life Insurance Contracts Under a Two-Sided Jump Diffusion Model (Q2864673) (← links)
- Fair valuation of life insurance contracts under a correlated jump diffusion model (Q2890522) (← links)
- On the First Passage Time Under Regime-Switching with Jumps (Q4561943) (← links)
- Randomization and the valuation of guaranteed minimum death benefits (Q6167872) (← links)