Equity-linked annuity pricing with cliquet-style guarantees in regime-switching and stochastic volatility models with jumps
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Publication:2397852
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- scientific article; zbMATH DE number 1414609 (Why is no real title available?)
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Cited in
(48)- Efficient valuation of variable annuities under regime-switching jump diffusion models with surrender risk and mortality risk
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- Valuation of variable annuities under stochastic volatility and stochastic jump intensity
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