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Q4984280 - MaRDI portal

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scientific article; zbMATH DE number 7338768
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English
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scientific article; zbMATH DE number 7338768

    Statements

    author
    Xiaoqian Zhang
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    Hui Li Liu
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    publication date
    26 April 2021
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    zbMATH Keywords
    reload option
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    O-U process
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    stochastic interest rate
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    actuarial pricing
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    Identifiers

    Mathematics Subject Classification ID
    91G05
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    91G20
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    91G30
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    60J60
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    zbMATH DE Number
    7338768
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