The following pages link to Meiqiao Ai (Q2075982):
Displayed 5 items.
- Pricing some life-contingent lookback options under regime-switching Lévy models (Q2075983) (← links)
- Valuing equity-linked death benefits with a threshold expense structure under a regime-switching Lévy model (Q2097450) (← links)
- First passage problems of refracted jump diffusion processes and their applications in valuing equity-linked death benefits (Q2673386) (← links)
- Valuing variable annuities with path-dependent surrender guarantees under regime-switching Lévy models (Q6098033) (← links)
- Valuation of variable annuities with guaranteed minimum maturity benefits and periodic fees (Q6127099) (← links)