Valuing guaranteed minimum accumulation benefits by a change of numéraire approach

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Publication:2670118

DOI10.1016/j.insmatheco.2021.11.002zbMath1484.91387OpenAlexW4200500534MaRDI QIDQ2670118

Rogemar S. Mamon, Yiming Huang, Heng Xiong

Publication date: 10 March 2022

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2021.11.002




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