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Pricing and managing risks of ruin contingent life annuities under regime switching
variance
gamma
process
Fard, Farzad
;
Rong, Ning
- In:
Annals of Finance
10
(
2014
)
2
,
pp. 315-332
We propose a model for valuing ruin contingent life annuities under the regime-switching
variance
gamma
process. The …
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