Pricing and managing risks of ruin contingent life annuities under regime switching variance gamma process (Q470735): Difference between revisions
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Latest revision as of 18:27, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing and managing risks of ruin contingent life annuities under regime switching variance gamma process |
scientific article |
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Pricing and managing risks of ruin contingent life annuities under regime switching variance gamma process (English)
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13 November 2014
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ruin contingent life annuity
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regime switching variance gamma
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Esscher transform
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pricing and risk management
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