Pages that link to "Item:Q817287"

The following pages link to Fair valuation of participating policies with surrender options and regime switching (Q817287):

Displaying 36 items.

• On the price of risk of the underlying Markov chain in a regime-switching exponential Lévy model (Q267876) (← links)
• Valuation of guaranteed minimum maturity benefits in variable annuities with surrender options (Q343983) (← links)
• A self-exciting threshold jump-diffusion model for option valuation (Q343990) (← links)
• Pricing and managing risks of ruin contingent life annuities under regime switching variance gamma process (Q470735) (← links)
• Markov chain modeling of policyholder behavior in life insurance and pension (Q487613) (← links)
• Cliquet-style return guarantees in a regime switching Lévy model (Q506080) (← links)
• Risk comparison of different bonus distribution approaches in participating life insurance (Q634012) (← links)
• Valuing variable annuity guarantees with the multivariate Esscher transform (Q654817) (← links)
• Regime-switching risk: to price or not to price? (Q655231) (← links)
• Esscher transforms and consumption-based models (Q659151) (← links)
• A hidden Markov regime-switching model for option valuation (Q661263) (← links)
• Optimal surrender policy for variable annuity guarantees (Q743150) (← links)
• Pricing and hedging defaultable participating contracts with regime switching and jump risk (Q777938) (← links)
• On valuing participating life insurance contracts with conditional heteroscedasticity (Q928174) (← links)
• Pricing participating products under a generalized jump-diffusion model (Q936992) (← links)
• A general asset-liability management model for the efficient simulation of portfolios of life insurance policies (Q998287) (← links)
• Optimal investment strategies for participating contracts (Q1681198) (← links)
• An optimal stochastic control framework for determining the cost of hedging of variable annuities (Q1994570) (← links)
• Optimal investment strategies and risk-sharing arrangements for a hybrid pension plan (Q2010894) (← links)
• Pension saving schemes with return smoothing mechanism (Q2015634) (← links)
• Pricing participating products with Markov-modulated jump-diffusion process: an efficient numerical PIDE approach (Q2015638) (← links)
• Stochastic differential game, Esscher transform and general equilibrium under a Markovian regime-switching Lévy model (Q2015643) (← links)
• Variable annuity with a surrender option under multiscale stochastic volatility (Q2111544) (← links)
• An analytical study of participating policies with minimum rate guarantee and surrender option (Q2120540) (← links)
• Valuation of annuity guarantees under a self-exciting switching jump model (Q2152249) (← links)
• On the management of life insurance company risk by strategic choice of product mix, investment strategy and surplus appropriation schemes (Q2260948) (← links)
• Pricing annuity guarantees under a double regime-switching model (Q2347059) (← links)
• Valuation and risk assessment of participating life insurance in the presence of credit risk (Q2374130) (← links)
• Analyzing surplus appropriation schemes in participating life insurance from the insurer's and the policyholder's perspective (Q2427808) (← links)
• Constant proportion portfolio insurance under a regime switching exponential Lévy process (Q2443230) (← links)
• GUARANTEED MINIMUM WITHDRAWAL BENEFIT IN VARIABLE ANNUITIES (Q3005845) (← links)
• Pricing Asian Options and Equity-Indexed Annuities with Regime Switching by the Trinomial Tree Method (Q3088977) (← links)
• FIRST PASSAGE TIME UNDER A REGIME-SWITCHING JUMP-DIFFUSION MODEL AND ITS APPLICATION IN THE VALUATION OF PARTICIPATING CONTRACTS (Q5242416) (← links)
• EXOGENOUS AND ENDOGENOUS RISK FACTORS MANAGEMENT TO PREDICT SURRENDER BEHAVIOURS (Q5398356) (← links)
• Pricing equity-linked guaranteed minimum death benefits with surrender risk by complex Fourier series expansion method (Q6058844) (← links)
• European option pricing with market frictions, regime switches and model uncertainty (Q6152695) (← links)