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Valuation of variable annuities with guaranteed minimummaturity benefits and periodic fees
Ai, Meiqiao; Wang, Yunyun; Zhang, Zhimin; Zhu, Dan - In: Scandinavian actuarial journal 2024 (2024) 3, pp. 252-278
Persistent link: https://www.econbiz.de/10014520482
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Valuing variable annuities with path-dependent surrender guarantees under regime-switching Lévy models
Ai, Meiqiao; Zhang, Zhimin; Zhu, Dan - In: Scandinavian actuarial journal 2023 (2023) 4, pp. 330-358
Persistent link: https://www.econbiz.de/10014336388
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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