Variable annuities valuation under a mixed fractional Brownian motion environment with jumps considering mortality risk

DOI10.1002/asmb.2699MaRDI QIDQ6580760

Nitu Sharma, Selvamuthu Dharmaraja, Selvaraju Natarajan

Publication date: 29 July 2024

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

zbMATH Keywords

fractional Brownian motionvariable annuitiesmortality modelingguarantees

Mathematics Subject Classification ID

Statistics (62-XX)

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