Pages that link to "Item:Q3385434"
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The following pages link to The Valuation of a Guaranteed Minimum Maturity Benefit under a Regime-Switching Framework (Q3385434):
Displaying 3 items.
- Efficient valuation of guaranteed minimum maturity benefits in regime switching jump diffusion models with surrender risk (Q2104088) (← links)
- Valuation of guaranteed minimum maturity benefits under generalised regime-switching models using the Fourier cosine method (Q2155842) (← links)
- Hedging longevity risk in defined contribution pension schemes (Q6088770) (← links)
