Efficient pricing and Greeks estimation for variable annuities under a multivariate OUSV model

Insurance Mathematics and Economics 2026

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Authors: Shaoying Chen, Zhenyu Cui, Yang Yang, Zhimin Zhang

DOI: 10.1016/j.insmatheco.2026.103220

Cited by: 0

References: 16

Fields of Study & Subjects

Stochastic processes and financial applications Risk and Portfolio Optimization Insurance Mortality Demography Risk Management

References 16