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Valuation of variable annuities under stochastic volatility and
stochastic
jump
intensity
Zhong, Wei
;
Zhu, Dan
;
Zhang, Zhimin
- In:
Scandinavian actuarial journal
2023
(
2023
)
7
,
pp. 708-734
Persistent link: https://www.econbiz.de/10014383893
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2
Stochastic
jump
intensity
models
Lévy Dit Véhel, Pierre-Emmanuel
;
Lévy Véhel, Jacques
- In:
Risk and decision analysis
7
(
2018
)
1/2
,
pp. 63-75
Persistent link: https://www.econbiz.de/10011945650
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