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Mortality modelling with regime-switching for the valuation of a guaranteed annuity option
Gao, Huan
;
Mamon, Rogemar
;
Liu, Xiaoming
;
Tenyakov, Anton
- In:
Insurance / Mathematics & economics
63
(
2015
),
pp. 108-120
Persistent link: https://www.econbiz.de/10011349846
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Putting a price tag on temperature
Xiong, Heng
;
Mamon, Rogemar
- In:
Computational Management Science : CMS
15
(
2018
)
2
,
pp. 259-296
Persistent link: https://www.econbiz.de/10011876585
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