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Scandinavian actuarial journal
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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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2
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
Saved in:
3
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
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