Pages that link to "Item:Q2444708"
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The following pages link to Valuing equity-linked death benefits and other contingent options: a discounted density approach (Q2444708):
Displayed 37 items.
- Closed-form solutions for guaranteed minimum accumulation and death benefits (Q303739) (← links)
- Valuation of employee stock options using the exercise multiple approach and life tables (Q320251) (← links)
- Applications of central limit theorems for equity-linked insurance (Q343984) (← links)
- Geometric stopping of a random walk and its applications to valuing equity-linked death benefits (Q495497) (← links)
- Analytical valuation and hedging of variable annuity guaranteed lifetime withdrawal benefits (Q506067) (← links)
- Pricing dynamic fund protections with regime switching (Q896790) (← links)
- A note on order statistics in the mixed Erlang case (Q900524) (← links)
- Valuing equity-indexed annuities with icicled barrier options (Q1657865) (← links)
- The Omega model: from bankruptcy to occupation times in the red (Q1936471) (← links)
- Valuing equity-linked death benefits in jump diffusion models (Q2015627) (← links)
- Application of data clustering and machine learning in variable annuity valuation (Q2015648) (← links)
- Pricing some life-contingent lookback options under regime-switching Lévy models (Q2075983) (← links)
- Valuation of cliquet-style guarantees with death benefits (Q2083377) (← links)
- Valuing equity-linked death benefits with a threshold expense structure under a regime-switching Lévy model (Q2097450) (← links)
- Pricing two-asset alternating barrier options with icicles and their variations (Q2131928) (← links)
- Equity-linked guaranteed minimum death benefits with dollar cost averaging (Q2234775) (← links)
- Pricing equity-linked death benefits by complex Fourier series expansion in a regime-switching jump diffusion model (Q2242652) (← links)
- Valuation of guaranteed unitized participating life insurance under MEGB2 distribution (Q2296606) (← links)
- Valuing equity-linked death benefits in general exponential Lévy models (Q2332688) (← links)
- Valuing equity-linked death benefits with a threshold expense strategy (Q2347060) (← links)
- The time of deducting fees for variable annuities under the state-dependent fee structure (Q2347103) (← links)
- Valuing guaranteed equity-linked contracts by Laguerre series expansion (Q2424940) (← links)
- Analytic solution for ratchet guaranteed minimum death benefit options under a variety of mortality laws (Q2513613) (← links)
- Valuing guaranteed equity-linked contracts under piecewise constant forces of mortality (Q2520443) (← links)
- First passage problems of refracted jump diffusion processes and their applications in valuing equity-linked death benefits (Q2673386) (← links)
- Analytical Approximation of Variable Annuities for Small Volatility and Small Withdrawal (Q2967980) (← links)
- VALUING EQUITY-LINKED DEATH BENEFITS IN A REGIME-SWITCHING FRAMEWORK (Q4563742) (← links)
- Lévy insurance risk process with Poissonian taxation (Q4575450) (← links)
- Analytic valuation of GMDB options with utility based asset allocation (Q5042792) (← links)
- HEDGING OPTIONS IN A DOUBLY MARKOV-MODULATED FINANCIAL MARKET VIA STOCHASTIC FLOWS (Q5210919) (← links)
- Variable annuity pricing, valuation, and risk management: a survey (Q5872568) (← 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)
- An overview of exact solution methods for guaranteed minimum death benefit options in variable annuities (Q6130855) (← links)
- Randomization and the valuation of guaranteed minimum death benefits (Q6167872) (← links)
- Valuation and optimal surrender of variable annuities with guaranteed minimum benefits and periodic fees (Q6169661) (← links)
- Valuation of variable annuities under stochastic volatility and stochastic jump intensity (Q6169665) (← links)