Pages that link to "Item:Q4634823"
From MaRDI portal
The following pages link to Regime-switching pure jump processes and applications in the valuation of mortality-linked products (Q4634823):
Displaying 5 items.
- Pricing and managing risks of ruin contingent life annuities under regime switching variance gamma process (Q470735) (← links)
- Longevity bond pricing under stochastic interest rate and mortality with regime-switching (Q2252285) (← links)
- Regime-switching shot-noise processes and longevity bond pricing (Q2257575) (← links)
- Pricing of endowment insurance products under the mortality dependence model (Q3386326) (← links)
- Pricing an option-type longevity derivative under a regime-switching O-U stochastic mortality model with jumps (Q5383681) (← links)