Article

Title:
Pricing Guaranteed Annuity Options in a Linear-Rational Wishart Mortality Model
Journal:
Insurance: Mathematics and Economics
Year:
2024
Volume:
115
Pages:
122-131
JEL codes:
G13 - Contingent Pricing; Futures Pricing
G22 - Insurance; Insurance Companies
DOI:
10.1016/j.insmatheco.2024.01.004
Back