Randomization and the valuation of guaranteed minimum death benefits (Q6167872)

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scientific article; zbMATH DE number 7709397
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    Randomization and the valuation of guaranteed minimum death benefits
    scientific article; zbMATH DE number 7709397

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      Randomization and the valuation of guaranteed minimum death benefits (English)
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      10 July 2023
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      risk analysis
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      variable annuities
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      erlangization
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      regime switching
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      phase-type distributions
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