Fourier based methods for the management of complex life insurance products (Q2665862)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fourier based methods for the management of complex life insurance products |
scientific article |
Statements
Fourier based methods for the management of complex life insurance products (English)
0 references
19 November 2021
0 references
Fourier transforms
0 references
hybrid models
0 references
Lévy processes
0 references
structured products
0 references
variable annuities
0 references
