VALUING EQUITY-LINKED DEATH BENEFITS IN A REGIME-SWITCHING FRAMEWORK
From MaRDI portal
Publication:4563742
DOI10.1017/asb.2014.32zbMath1390.91211OpenAlexW2127029857MaRDI QIDQ4563742
Sheung Chi Phillip Yam, Chi Chung Siu, Hailiang Yang
Publication date: 4 June 2018
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10722/214574
regime-switchingjump-diffusion processguaranteed minimum death benefitsequity-linked death benefitsfirst passage probabilities
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