Randomization and the valuation of guaranteed minimum death benefits (Q6167872)
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scientific article; zbMATH DE number 7709397
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Randomization and the valuation of guaranteed minimum death benefits |
scientific article; zbMATH DE number 7709397 |
Statements
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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0.86194694
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0.8598588
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0.85644275
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0.85297906
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0.85048705
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0.8493283
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0.8491587
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0.8439712
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0.84102434
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