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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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  Data: Guaranteed Minimum Maturity Benefits in a Self-Exciting Stochastic Mortality Model: Pricing, Estimation and Calibration.
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RecordInfo BibRecord:
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      – Type: doi
        Value: 10.1080/10920277.2023.2254836
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      – Code: eng
        Text: English
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        PageCount: 28
        StartPage: 744
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      – TitleFull: Guaranteed Minimum Maturity Benefits in a Self-Exciting Stochastic Mortality Model: Pricing, Estimation and Calibration.
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            NameFull: H. Sande, Å.
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              Text: 2024
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