Valuation of variable annuities with guaranteed minimum maturity benefits and periodic fees (Q6127099)
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scientific article; zbMATH DE number 7830026
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation of variable annuities with guaranteed minimum maturity benefits and periodic fees |
scientific article; zbMATH DE number 7830026 |
Statements
Valuation of variable annuities with guaranteed minimum maturity benefits and periodic fees (English)
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10 April 2024
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variable annuities
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optimal surrender
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COS
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regime-switching Lévy model
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