View in EDS PDF Full Text

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

Saved in:
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
FullText Links:
  – Type: pdflink
Text:
  Availability: 0
Header DbId: msf
DbLabel: Mathematics Source
An: 157714698
AccessLevel: 2
PubType: Academic Journal
PubTypeId: academicJournal
PreciseRelevancyScore: 0
IllustrationInfo
Items – Name: Title
  Label: Title
  Group: Ti
  Data: Valuation of Annuity Guarantees Under a Self-Exciting Switching Jump Model.
– Name: Author
  Label: Authors
  Group: Au
  Data: <searchLink fieldCode="AR" term="%22Njike+Leunga%2C+Charles+Guy%22">Njike Leunga, Charles Guy</searchLink><relatesTo>1</relatesTo> (AUTHOR)<i> charles.njikeleunga@uclouvain.be</i><br /><searchLink fieldCode="AR" term="%22Hainaut%2C+Donatien%22">Hainaut, Donatien</searchLink><relatesTo>1</relatesTo> (AUTHOR)
– Name: TitleSource
  Label: Source
  Group: Src
  Data: <searchLink fieldCode="JN" term="%22Methodology+%26+Computing+in+Applied+Probability%22">Methodology & Computing in Applied Probability</searchLink>. Jun2022, Vol. 24 Issue 2, p963-990. 28p.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=msf&AN=157714698
RecordInfo BibRecord:
  BibEntity:
    Identifiers:
      – Type: doi
        Value: 10.1007/s11009-022-09931-8
    Languages:
      – Code: eng
        Text: English
    PhysicalDescription:
      Pagination:
        PageCount: 28
        StartPage: 963
    Titles:
      – TitleFull: Valuation of Annuity Guarantees Under a Self-Exciting Switching Jump Model.
        Type: main
  BibRelationships:
    HasContributorRelationships:
      – PersonEntity:
          Name:
            NameFull: Njike Leunga, Charles Guy
      – PersonEntity:
          Name:
            NameFull: Hainaut, Donatien
    IsPartOfRelationships:
      – BibEntity:
          Dates:
            – D: 01
              M: 06
              Text: Jun2022
              Type: published
              Y: 2022
          Identifiers:
            – Type: issn-print
              Value: 13875841
          Numbering:
            – Type: volume
              Value: 24
            – Type: issue
              Value: 2
          Titles:
            – TitleFull: Methodology & Computing in Applied Probability
              Type: main
ResultId 1