Pages that link to "Item:Q1423359"

The following pages link to Pricing and hedging guaranteed annuity options via static option replication. (Q1423359):

Displaying 18 items.

• Valuation of guaranteed annuity options using a stochastic volatility model for equity prices (Q661249) (← links)
• Valuation of contingent claims with mortality and interest rate risks (Q732668) (← links)
• Mathematical analysis of different approaches for replicating portfolios (Q906588) (← links)
• Valuation and hedging of participating life-insurance policies under management discretion (Q1003820) (← links)
• Valuation of guaranteed annuity conversion options. (Q1413340) (← links)
• Asset-liability management for long-term insurance business (Q1616041) (← links)
• Pricing variable annuity guarantees in a local volatility framework (Q2015631) (← links)
• Deep hedging of long-term financial derivatives (Q2038257) (← links)
• Explainable neural network for pricing and universal static hedging of contingent claims (Q2060236) (← links)
• The difference between LSMC and replicating portfolio in insurance liability modeling (Q2356640) (← links)
• The role of the dependence between mortality and interest rates when pricing guaranteed annuity options (Q2374113) (← links)
• Affine stochastic mortality (Q2507942) (← links)
• The fair valuation problem of guaranteed annuity options: the stochastic mortality environment case (Q2507952) (← links)
• A generalized pricing framework addressing correlated mortality and interest risks: a change of probability measure approach (Q2812013) (← links)
• METHOD OF MOMENTS APPROACH TO PRICING DOUBLE BARRIER CONTRACTS IN POLYNOMIAL JUMP-DIFFUSION MODELS (Q3107935) (← links)
• The fair value of guaranteed annuity options (Q3440844) (← links)
• A Large-Scale Optimization Model for Replicating Portfolios in the Life Insurance Industry (Q5031612) (← links)
• Hedging longevity risk in defined contribution pension schemes (Q6088770) (← links)