Pricing participating products with Markov-modulated...

Insurance: Mathematics and Economics 2013 / 11 Vol. 53; Iss. 3

Pricing participating products with Markov-modulated jump–diffusion process: An efficient numerical PIDE approach

Fard, Farzad Alavi, Siu, Tak Kuen
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Volume:
53
Language:
english
Journal:
Insurance: Mathematics and Economics
DOI:
10.1016/j.insmatheco.2013.09.011
Date:
November, 2013
File:
PDF, 494 KB
english, 2013
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