Exponential functionals of Lévy processes and variable annuity guaranteed benefits (Q1713470)

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Exponential functionals of Lévy processes and variable annuity guaranteed benefits
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    Exponential functionals of Lévy processes and variable annuity guaranteed benefits (English)
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    25 January 2019
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    exponential functionals
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    Lévy processes
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    Ornstein-Uhlenbeck process
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    Mellin transform
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    Meijer G-function
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    variable annuity guaranteed benefits
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