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

Baños, David; H. Sande, Å.; Sgarra, Carlo

doi:10.1080/10920277.2023.2254836

North American Actuarial Journal

2023

DOI: 10.1080/10920277.2023.2254836

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

David Baños,

Å. H. Sande,

Carlo Sgarra

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

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References 24 publications

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