Pages that link to "Item:Q3634594"
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The following pages link to A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities (Q3634594):
Displayed 50 items.
- Valuation of large variable annuity portfolios: Monte Carlo simulation and synthetic datasets (Q140173) (← links)
- Statutory financial reporting for variable annuity guaranteed death benefits: market practice, mathematical modeling and computation (Q282266) (← links)
- Semi-static hedging of variable annuities (Q282294) (← links)
- Closed-form solutions for guaranteed minimum accumulation and death benefits (Q303739) (← links)
- Minimum return guarantees, investment caps, and investment flexibility (Q315106) (← links)
- Statistical emulators for pricing and hedging longevity risk products (Q320257) (← links)
- Valuation of guaranteed minimum maturity benefits in variable annuities with surrender options (Q343983) (← links)
- Optimal life cycle portfolio choice with variable annuities offering liquidity and investment downside protection (Q492666) (← links)
- Valuing variable annuities with guaranteed minimum lifetime withdrawal benefits (Q495479) (← links)
- Pricing guaranteed minimum/lifetime withdrawal benefits with various provisions under investment, interest rate and mortality risks (Q495504) (← links)
- Minimum return guarantees with fund switching rights -- an optimal stopping problem (Q658637) (← links)
- On the optimal design of insurance contracts with guarantees (Q659256) (← links)
- Valuation of guaranteed annuity options using a stochastic volatility model for equity prices (Q661249) (← links)
- Comonotonic approximations of risk measures for variable annuity guaranteed benefits with dynamic policyholder behavior (Q730548) (← links)
- Optimal surrender policy for variable annuity guarantees (Q743150) (← links)
- Valuation perspectives and decompositions for variable annuities with GMWB riders (Q743168) (← links)
- A numerical scheme for the impulse control formulation for pricing variable annuities with a guaranteed minimum withdrawal benefit (GMWB) (Q937233) (← links)
- The effect of modelling parameters on the value of GMWB guarantees (Q938050) (← links)
- Moment matching machine learning methods for risk management of large variable annuity portfolios (Q1657175) (← links)
- Portfolio selection with consumption ratcheting (Q1657613) (← links)
- VIX-linked fees for GMWBs via explicit solution simulation methods (Q1667404) (← links)
- Guaranteed minimum surrender benefits in variable annuities: the impact of regulator-imposed guarantees (Q1689021) (← links)
- Valuation of variable long-term care annuities with guaranteed lifetime withdrawal benefits: a variance reduction approach (Q1697245) (← links)
- Pricing and hedging GMWB in the Heston and in the Black-Scholes with stochastic interest rate models (Q1722758) (← links)
- Quantitative modeling of risk management strategies: stochastic reserving and hedging of variable annuity guaranteed benefits (Q1735033) (← links)
- Optimal surrender of guaranteed minimum maturity benefits under stochastic volatility and interest rates (Q1742704) (← links)
- A note on utility based pricing and asymptotic risk diversification (Q1938975) (← links)
- An optimal stochastic control framework for determining the cost of hedging of variable annuities (Q1994570) (← links)
- Analysis of optimal dynamic withdrawal policies in withdrawal guarantee products (Q1994588) (← links)
- Application of data clustering and machine learning in variable annuity valuation (Q2015648) (← links)
- Variable annuities: market incompleteness and policyholder behavior (Q2038222) (← links)
- Batch mode active learning framework and its application on valuing large variable annuity portfolios (Q2038226) (← links)
- Deep hedging of long-term financial derivatives (Q2038257) (← links)
- Pricing equity-linked life insurance contracts with multiple risk factors by neural networks (Q2059681) (← links)
- A flexible lattice framework for valuing options on assets paying discrete dividends and variable annuities embedding GMWB riders (Q2145706) (← links)
- Valuation of annuity guarantees under a self-exciting switching jump model (Q2152249) (← links)
- Valuation of guaranteed minimum maturity benefits under generalised regime-switching models using the Fourier cosine method (Q2155842) (← links)
- Refundable income annuities: feasibility of money-back guarantees (Q2155846) (← links)
- Equity-linked guaranteed minimum death benefits with dollar cost averaging (Q2234775) (← links)
- Efficient valuation of a variable annuity contract with a surrender option (Q2300964) (← links)
- Valuing equity-linked death benefits in general exponential Lévy models (Q2332688) (← links)
- Valuation of variable annuities with guaranteed minimum withdrawal and death benefits via stochastic control optimization (Q2347054) (← links)
- Pricing annuity guarantees under a double regime-switching model (Q2347059) (← links)
- Valuing equity-linked death benefits with a threshold expense strategy (Q2347060) (← links)
- Valuation of large variable annuity portfolios under nested simulation: a functional data approach (Q2347065) (← links)
- Optimal allocation and consumption with guaranteed minimum death benefits, external income and term life insurance (Q2347100) (← links)
- The time of deducting fees for variable annuities under the state-dependent fee structure (Q2347103) (← links)
- Impact of volatility clustering on equity indexed annuities (Q2374129) (← links)
- Valuation of variable annuities with guaranteed minimum withdrawal benefit under stochastic interest rate (Q2404547) (← links)
- Valuing guaranteed equity-linked contracts by Laguerre series expansion (Q2424940) (← links)