Market Regime Identification and Variable Annuity Pricing: Analysis of COVID-19-Induced Regime Shifts in the Indian Stock Market

Understanding how crises like the COVID-19 pandemic affect variable annuity pricing is crucial, especially in emerging markets like India. The motivation is that financial stability and risk management in these markets depend heavily on accurate pricing models. While prior research has primarily foc...

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Bibliographic Details
Main Authors: Mohammad Sarfraz, Guglielmo D’Amico, Dharmaraja Selvamuthu
Format: Article
Language:English
Published: MDPI AG 2025-02-01
Series:Mathematical and Computational Applications
Subjects:
Online Access:https://www.mdpi.com/2297-8747/30/2/23
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