Mortality modelling with regime-switching for the valuation of a guaranteed annuity option (Q492634)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Mortality modelling with regime-switching for the valuation of a guaranteed annuity option |
scientific article; zbMATH DE number 6474315
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mortality modelling with regime-switching for the valuation of a guaranteed annuity option |
scientific article; zbMATH DE number 6474315 |
Statements
Mortality modelling with regime-switching for the valuation of a guaranteed annuity option (English)
0 references
20 August 2015
0 references
Gompertz model
0 references
Markov chain
0 references
change of probability measure
0 references
filtering
0 references
exponential matrix
0 references
0 references
0 references
0 references
0 references
0 references
