Pricing and managing risks of ruin contingent life annuities under regime switching variance gamma process (Q470735)
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scientific article; zbMATH DE number 6369120
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| English | Pricing and managing risks of ruin contingent life annuities under regime switching variance gamma process |
scientific article; zbMATH DE number 6369120 |
Statements
Pricing and managing risks of ruin contingent life annuities under regime switching variance gamma process (English)
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13 November 2014
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ruin contingent life annuity
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regime switching variance gamma
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Esscher transform
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pricing and risk management
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0.87589264
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0.87439895
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0.8732728
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0.8682263
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0.8660922
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0.8627796
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0.8621729
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0.85738385
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0.85564756
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