“Pricing Annuity Guarantees Under a Regime-Switching Model”, X. Sheldon Lin, Ken Seng Tan and Hailiang Yang, July 2009
From MaRDI portal
Publication:5029072
DOI10.1080/10920277.2009.10597558zbMATH Open1483.91191OpenAlexW2085553066MaRDI QIDQ5029072FDOQ5029072
Authors: Robert J. Elliott, Tak Kuen Siu 
Publication date: 11 February 2022
Published in: North American Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10920277.2009.10597558
Cites Work
- The pricing of options and corporate liabilities
- Title not available (Why is that?)
- Pricing contingent claims on stocks driven by Lévy processes
- AMERICAN OPTIONS WITH REGIME SWITCHING
- Option pricing and Esscher transform under regime switching
- Fair valuation of participating policies with surrender options and regime switching
- A Regime-Switching Model of Long-Term Stock Returns
This page was built for publication: “Pricing Annuity Guarantees Under a Regime-Switching Model”, X. Sheldon Lin, Ken Seng Tan and Hailiang Yang, July 2009
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5029072)
