Pages that link to "Item:Q659169"
From MaRDI portal
The following pages link to Quantile hedging for guaranteed minimum death benefits (Q659169):
Displayed 11 items.
- Numerical solutions of quantile hedging for guaranteed minimum death benefits under a regime-switching jump-diffusion formulation (Q629561) (← links)
- Calibrating Gompertz in reverse: what is your longevity-risk-adjusted global age? (Q784405) (← links)
- Quantile hedging pension payoffs: an analysis of investment incentives (Q1689028) (← links)
- Approximation of CVaR minimization for hedging under exponential-Lévy models (Q2012597) (← links)
- Application of data clustering and machine learning in variable annuity valuation (Q2015648) (← links)
- Equity-linked guaranteed minimum death benefits with dollar cost averaging (Q2234775) (← links)
- Analytical calculation of risk measures for variable annuity guaranteed benefits (Q2447419) (← links)
- Quantile Hedging for Guaranteed Minimum Death Benefits with Regime Switching (Q4648511) (← links)
- Quantile hedging in a defaultable market with life insurance applications (Q4990512) (← links)
- VAR-BASED OPTIMAL PARTIAL HEDGING (Q5398352) (← links)
- Variable annuity pricing, valuation, and risk management: a survey (Q5872568) (← links)