Pricing and hedging defaultable participating contracts with regime switching and jump risk (Q777938)
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scientific article; zbMATH DE number 7218654
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Pricing and hedging defaultable participating contracts with regime switching and jump risk |
scientific article; zbMATH DE number 7218654 |
Statements
Pricing and hedging defaultable participating contracts with regime switching and jump risk (English)
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8 July 2020
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participating life insurance
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credit risk
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regime switching
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jump-diffusion
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matrix Wiener-Hopf factorization
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0.8498647809028625
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0.8060282468795776
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0.8025963306427002
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0.7961453199386597
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0.7945698499679565
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