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~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
~person:"Ziveyi, Jonathan"
~subject:"Lebensversicherung"
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Lebensversicherung
Fourier space time-stepping
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Guaranteed minimum withdrawal benefits
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Life insurance
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Mortality
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Private Altersvorsorge
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Ziveyi, Jonathan
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Astin bulletin : the journal of the International Actuarial Association
Insurance / Mathematics & economics
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Scandinavian actuarial journal
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Fourier space time-stepping algorithm for valuing Guaranteed minimum withdrawal benefits in variable annuities under regime-switching and stochastic mortality
Ignatieva, Ekaterina
;
Song, Andrew
;
Ziveyi, Jonathan
- In:
Astin bulletin : the journal of the International …
48
(
2018
)
1
,
pp. 139-169
Persistent link: https://www.econbiz.de/10011875585
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