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Guaranteed Minimum Maturity Benefits in a Self-Exciting Stochastic Mortality Model: Pricing, Estimation and Calibration.

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Title: Guaranteed Minimum Maturity Benefits in a Self-Exciting Stochastic Mortality Model: Pricing, Estimation and Calibration.
Authors: Baños, David1 (AUTHOR), H. Sande, Å.1 (AUTHOR), Sgarra, Carlo2 (AUTHOR) carlo.sgarra@polimi.it
Source: North American Actuarial Journal. 2024, Vol. 28 Issue 4, p744-771. 28p.
Database: Mathematics Source
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ISSN:10920277
DOI:10.1080/10920277.2023.2254836