Sign in

Valuation of guaranteed minimum maturity benefits under mean reversion and jump models with surrender risk.

Wei ZhongBenxuan ShiZhimin Zhang
Published in: J. Comput. Appl. Math. (2024)
Keyphrases
  • probabilistic model
  • model selection
  • statistical models
  • markov chain
  • data sets
  • information retrieval
  • graphical models
  • parameter estimation
  • historical data
  • parametric models
  • minimum cost