Pricing Guaranteed Minimum Death Benefits with Dollar Cost Averaging Under Time-changed Lévy Models

Jia-ming WANG, Mei-qiao AI, Zhi-min ZHANG

应用数学学报(英文版) ›› 2025, Vol. 41 ›› Issue (3) : 692-709.

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中国科学院数学与系统科学研究院期刊网
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应用数学学报(英文版) ›› 2025, Vol. 41 ›› Issue (3) : 692-709. DOI: 10.1007/s10255-024-1035-5
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Pricing Guaranteed Minimum Death Benefits with Dollar Cost Averaging Under Time-changed Lévy Models

    Jia-ming WANG1, Mei-qiao AI2, Zhi-min ZHANG1
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Pricing Guaranteed Minimum Death Benefits with Dollar Cost Averaging Under Time-changed Lévy Models

    Jia-ming WANG1, Mei-qiao AI2, Zhi-min ZHANG1
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{{article.zuoZheCn_L}}. {{article.title_cn}}. {{journal.qiKanMingCheng_CN}}, 2025, 41(3): 692-709 https://doi.org/10.1007/s10255-024-1035-5
{{article.zuoZheEn_L}}. {{article.title_en}}. {{journal.qiKanMingCheng_EN}}, 2025, 41(3): 692-709 https://doi.org/10.1007/s10255-024-1035-5
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