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"Valuation of a DB underpin hybrid pension under a regime-switching ..."

Meiqiao Ai, Zhimin Zhang, Wei Zhong (2023)

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DOI: 10.1016/J.CAM.2022.114736

access: closed

type: Journal Article

metadata version: 2022-10-11

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Meiqiao Ai, Zhimin Zhang, Wei Zhong:
Valuation of a DB underpin hybrid pension under a regime-switching Lévy model. J. Comput. Appl. Math. 419: 114736 (2023)

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