Pricing participating products with Markov-modulated jump-diffusion process: an efficient numerical PIDE approach

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Pricing participating products under a generalized jump-diffusion model
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Cited in

(8)

Pricing and hedging defaultable participating contracts with regime switching and jump risk
Optimal investment strategies for participating contracts
Valuation and risk assessment of participating life insurance in the presence of credit risk
Optimal divestment time in supply chain redesign under oligopoly: evidence from shale oil production plants
Pricing participating policies under the Meixner process and stochastic volatility
Pricing participating products under a generalized jump-diffusion model
Valuation of guaranteed unitized participating life insurance under MEGB2 distribution
An analytical study of participating policies with minimum rate guarantee and surrender option

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