Bayesian multivariate regime-switching models and the impact of correlation structure misspecification in variable annuity pricing
Hartman, Brian, Groendyke, Chris, Engler, DavidLanguage:
english
Journal:
Scandinavian Actuarial Journal
DOI:
10.1080/03461238.2019.1655476
Date:
August, 2019
File:
PDF, 1.91 MB
english, 2019