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Variable annuities in a Lévy-based hybrid model with surrender risk - MaRDI portal

Variable annuities in a Lévy-based hybrid model with surrender risk (Q4991063)

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scientific article; zbMATH DE number 7353670
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Variable annuities in a Lévy-based hybrid model with surrender risk
scientific article; zbMATH DE number 7353670

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    Variable annuities in a Lévy-based hybrid model with surrender risk (English)
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    2 June 2021
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    finance
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    variable annuities
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    hybrid models
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    Lévy processes
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    surrender risk
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