Valuation of Annuity Guarantees Under a Self-Exciting Switching Jump Model.

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Bibliographic Details
Title:	Valuation of Annuity Guarantees Under a Self-Exciting Switching Jump Model.
Authors:	Njike Leunga, Charles Guy¹ (AUTHOR) charles.njikeleunga@uclouvain.be, Hainaut, Donatien¹ (AUTHOR)
Source:	Methodology & Computing in Applied Probability. Jun2022, Vol. 24 Issue 2, p963-990. 28p.
Database:	Mathematics Source

Description
ISSN:	13875841
DOI:	10.1007/s11009-022-09931-8