Bayesian multivariate regime-switching models and the impact of correlation structure misspecification in variable annuity pricing (Q5217905)
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scientific article; zbMATH DE number 7174574
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian multivariate regime-switching models and the impact of correlation structure misspecification in variable annuity pricing |
scientific article; zbMATH DE number 7174574 |
Statements
Bayesian multivariate regime-switching models and the impact of correlation structure misspecification in variable annuity pricing (English)
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26 February 2020
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regime-switching
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variable annuities
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guaranteed minimum income benefit
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Bayesian
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correlation structures
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