Exponential functionals of Lévy processes and variable annuity guaranteed benefits (Q1713470)
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scientific article; zbMATH DE number 7006796
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| English | Exponential functionals of Lévy processes and variable annuity guaranteed benefits |
scientific article; zbMATH DE number 7006796 |
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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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0.9169867
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0.91507244
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0.9118847
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0.9002067
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0.89517534
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0.8911865
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0.89031124
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