Valuation of equity-indexed annuities with regime-switching jump diffusion risk and stochastic mortality risk (Q1934414): Difference between revisions
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| Property / author: Lin-Yi Qian / rank | |||
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| Property / author: Rong-Ming Wang / rank | |||
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| Property / author: Rong-Ming Wang / rank | |||
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Revision as of 21:38, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation of equity-indexed annuities with regime-switching jump diffusion risk and stochastic mortality risk |
scientific article |
Statements
Valuation of equity-indexed annuities with regime-switching jump diffusion risk and stochastic mortality risk (English)
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28 January 2013
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compound Poisson process
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Lévy process
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stochastic mortality
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regime-switching
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equity-indexed annuity
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