OpenAlex | Pricing and hedging of guaranteed minimum benefits under regime-switching and stochastic mortality

Pricing and hedging of guaranteed minimum benefits under regime-switching and stochastic mortality

Work

Year: 2016

Type: article

Source: Insurance Mathematics and Economics

Authors Katja Ignatieva, Andrew Song, Jonathan Ziveyi

Institution UNSW Sydney

Cites: 36

Cited by: 28

Related to: 10

FWCI: 6.283

Citation percentile (by year/subfield): 97.11

Topic: Insurance, Mortality, Demography, Risk Management

Subfield: Demography

Field: Social Sciences

Domain: Social Sciences

Open Access status: closed