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Omega diffusion risk model with surplus-dependent tax and capital injections
Cui, Zhenyu
;
Nguyen, Duy
- In:
Insurance / Mathematics & economics
68
(
2016
),
pp. 150-161
Persistent link: https://www.econbiz.de/10011492639
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Equity-linked annuity pricing with cliquet-style guarantees in regime-switching and stochastic volatility models with jumps
Cui, Zhenyu
;
Kirkby, J. Lars
;
Nguyen, Duy
- In:
Insurance / Mathematics & economics
74
(
2017
),
pp. 46-62
Persistent link: https://www.econbiz.de/10011712358
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