Valuing equity-linked death benefits with a threshold expense structure under a regime-switching Lévy model (Q2097450)
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scientific article; zbMATH DE number 7616019
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| English | Valuing equity-linked death benefits with a threshold expense structure under a regime-switching Lévy model |
scientific article; zbMATH DE number 7616019 |
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Valuing equity-linked death benefits with a threshold expense structure under a regime-switching Lévy model (English)
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14 November 2022
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regime-switching Lévy model
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threshold expense structure
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equity-linked death benefits
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Fourier cosine series expansion
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0.95090044
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0.9420049
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0.9394627
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0.9105634
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0.88633823
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0.87997216
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0.87982106
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0.86277235
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