Exponential functionals of Lévy processes and variable annuity guaranteed benefits
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Publication:1713470
DOI10.1016/J.SPA.2018.03.011zbMath1405.60060arXiv1610.00577OpenAlexW2962918585WikidataQ115566900 ScholiaQ115566900MaRDI QIDQ1713470
Fenghao Yang, Runhuan Feng, Alexey Kuznetsov
Publication date: 25 January 2019
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1610.00577
Mellin transformLévy processesOrnstein-Uhlenbeck processexponential functionalsvariable annuity guaranteed benefitsMeijer G-function
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Cites Work
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