Work

Equity-linked annuity valuation under fractional jump-diffusion financial and mortality models

Year: 2024

Type: article

Source: Scandinavian Actuarial Journal

DOI: 10.1080/03461238.2024.2415655

Authors: Haoran Jiang, Zhehao Zhang

Institution: Xi’an Jiaotong-Liverpool University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: Xi’an Jiaotong-Liverpool University, Natural Science Research of Jiangsu Higher Education Institutions of China

OpenAlex ID: W4403499100

FWCI: 1.8

Cites: 51

Cited by: 5

Related to: 10