Pricing equity-linked guaranteed minimum death benefits with surrender risk by complex Fourier series expansion method (Q6058844)
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scientific article; zbMATH DE number 7759022
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| English | Pricing equity-linked guaranteed minimum death benefits with surrender risk by complex Fourier series expansion method |
scientific article; zbMATH DE number 7759022 |
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Pricing equity-linked guaranteed minimum death benefits with surrender risk by complex Fourier series expansion method (English)
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1 November 2023
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pricing
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regime switching Lévy model
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GMDB
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complex Fourier series method
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0.8590512275695801
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0.7560912370681763
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0.7538073062896729
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0.7530636787414551
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