An efficient algorithm for the valuation of a guaranteed annuity option with correlated financial and mortality risks
Zhao, Yixing, Mamon, RogemarVolume:
78
Language:
english
Journal:
Insurance: Mathematics and Economics
DOI:
10.1016/j.insmatheco.2017.09.001
Date:
January, 2018
File:
PDF, 2.10 MB
english, 2018