Pricing of endowment insurance products under the mortality dependence model (Q3386326)
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scientific article; zbMATH DE number 7295769
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| English | Pricing of endowment insurance products under the mortality dependence model |
scientific article; zbMATH DE number 7295769 |
Statements
14 January 2021
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jump-diffusion model
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regime-switching
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shot noise process
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mortality dependence
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0.763630211353302
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0.7554060816764832
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0.7301572561264038
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0.7289682030677795
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0.7267673015594482
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