VALUING EQUITY-LINKED DEATH BENEFITS IN A REGIME-SWITCHING FRAMEWORK (Q4563742): Difference between revisions

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Latest revision as of 20:09, 15 July 2024

scientific article; zbMATH DE number 6880304
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English
VALUING EQUITY-LINKED DEATH BENEFITS IN A REGIME-SWITCHING FRAMEWORK
scientific article; zbMATH DE number 6880304

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    VALUING EQUITY-LINKED DEATH BENEFITS IN A REGIME-SWITCHING FRAMEWORK (English)
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    4 June 2018
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    regime-switching
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    jump-diffusion process
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    equity-linked death benefits
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    guaranteed minimum death benefits
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    first passage probabilities
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