Valuation of annuity guarantees under a self-exciting switching jump model (Q2152249)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation of annuity guarantees under a self-exciting switching jump model |
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Valuation of annuity guarantees under a self-exciting switching jump model (English)
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7 July 2022
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variable annuity
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self-exciting
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hidden Markov chain
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Fourier transform
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