Valuation of annuity guarantees under a self-exciting switching jump model (Q2152249)
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scientific article; zbMATH DE number 7554093
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| English | Valuation of annuity guarantees under a self-exciting switching jump model |
scientific article; zbMATH DE number 7554093 |
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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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0.8110209703445435
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0.8039198517799377
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0.8015177249908447
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0.7911442518234253
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0.7868198752403259
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