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. |
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| 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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