Pricing and managing risks of ruin contingent life annuities under regime switching variance gamma process (Q470735): Difference between revisions

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Revision as of 06:36, 9 July 2024

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Pricing and managing risks of ruin contingent life annuities under regime switching variance gamma process
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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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