Variable annuities valuation under a mixed fractional Brownian motion environment with jumps considering mortality risk (Q6580760)
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scientific article; zbMATH DE number 7888959
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variable annuities valuation under a mixed fractional Brownian motion environment with jumps considering mortality risk |
scientific article; zbMATH DE number 7888959 |
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Variable annuities valuation under a mixed fractional Brownian motion environment with jumps considering mortality risk (English)
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29 July 2024
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fractional Brownian motion
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guarantees
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mortality modeling
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variable annuities
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