VALUING EQUITY-LINKED DEATH BENEFITS IN A REGIME-SWITCHING FRAMEWORK (Q4563742)
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scientific article; zbMATH DE number 6880304
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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