Randomization and the valuation of guaranteed minimum death benefits
Year of publication: |
2023
|
---|---|
Authors: | Deelstra, Griselda ; Hieber, Peter |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 309.2023, 3 (16.9.), p. 1218-1236
|
Subject: | Erlangization | Phase-type distributions | Regime switching | Risk analysis | Variable annuities | Theorie | Theory | Lebensversicherung | Life insurance | Sterblichkeit | Mortality |
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