Valuation of guaranteed minimum maturity benefits under mean reversion and jump models with surrender risk (Q6126076)
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scientific article; zbMATH DE number 7829113
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation of guaranteed minimum maturity benefits under mean reversion and jump models with surrender risk |
scientific article; zbMATH DE number 7829113 |
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Valuation of guaranteed minimum maturity benefits under mean reversion and jump models with surrender risk (English)
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9 April 2024
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mean reversion
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variable annuity
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GMMB
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surrender risk
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COS
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