Efficient valuation of guaranteed minimum maturity benefits in regime switching jump diffusion models with surrender risk
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Computational Mathematics
Reference54 articles.
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1. Efficient valuation of guaranteed minimum accumulation benefits in regime switching jump diffusion models with lapse risk;Applied Mathematics and Computation;2024-10
2. Valuation of guaranteed minimum maturity benefits under mean reversion and jump models with surrender risk;Journal of Computational and Applied Mathematics;2024-04
3. Estimating the Gerber–Shiu Function in the Two-Sided Jumps Risk Model by Laguerre Series Expansion;Mathematics;2023-04-23
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