An Actuarial Approach to Reload Option Valuation for a Non-tradable Risk Assets under Jump-diffusion Process and Stochastic Interest Rate

Cong-cong XU, Zuo-liang XU

Acta Mathematicae Applicatae Sinica(English Series) . 2018, (3): 451 -468 . DOI: 10.1007/s10255-018-0759-5