Efficient valuation of variable annuities under regime-switching jump diffusion models with surrender risk and mortality risk (Q6591005)
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scientific article; zbMATH DE number 7899954
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient valuation of variable annuities under regime-switching jump diffusion models with surrender risk and mortality risk |
scientific article; zbMATH DE number 7899954 |
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Efficient valuation of variable annuities under regime-switching jump diffusion models with surrender risk and mortality risk (English)
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21 August 2024
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variable annuity
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cliquet guarantee
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surrender risk
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CTMC
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