Pricing equity-linked death benefits by complex Fourier series expansion in a regime-switching jump diffusion model (Q2242652)
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| Language | Label | Description | Also known as |
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| English | Pricing equity-linked death benefits by complex Fourier series expansion in a regime-switching jump diffusion model |
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Pricing equity-linked death benefits by complex Fourier series expansion in a regime-switching jump diffusion model (English)
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10 November 2021
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regime-switching jump diffusion model
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CFS
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GMDB
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Fourier transform
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