Cliquet-style return guarantees in a regime switching Lévy model (Q506080)

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Cliquet-style return guarantees in a regime switching Lévy model
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    Cliquet-style return guarantees in a regime switching Lévy model (English)
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    31 January 2017
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    insurance contracts
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    cliquet-style guarantee
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    Ratchet-type guarantee
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    annual guarantee
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    regime switching
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    Lévy model
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    Fourier pricing
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