Pricing and hedging defaultable participating contracts with regime switching and jump risk (Q777938)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing and hedging defaultable participating contracts with regime switching and jump risk |
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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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