Valuation of a DB underpin hybrid pension under a regime-switching Lévy model (Q2088855)
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scientific article; zbMATH DE number 7596895
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation of a DB underpin hybrid pension under a regime-switching Lévy model |
scientific article; zbMATH DE number 7596895 |
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Valuation of a DB underpin hybrid pension under a regime-switching Lévy model (English)
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6 October 2022
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defined benefit underpin plan
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regime-switching
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Lévy process
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Fourier cosine series expansion
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