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Latest revision as of 08:43, 11 July 2024

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Pricing a guaranteed annuity option under correlated and regime-switching risk factors
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    Pricing a guaranteed annuity option under correlated and regime-switching risk factors (English)
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    15 January 2016
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    Markov chain
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    change of numéraire
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    exponential affine
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    mortality
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    interest rate
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