The Valuation of a Guaranteed Minimum Maturity Benefit under a Regime-Switching Framework
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Publication:3385434
DOI10.1080/10920277.2019.1703753zbMath1479.91336MaRDI QIDQ3385434
Rogemar S. Mamon, Heng Xiong, Yixing Zhao
Publication date: 18 December 2021
Published in: North American Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10920277.2019.1703753
91G05: Actuarial mathematics