Valuing variable annuity guarantees with the multivariate Esscher transform (Q654817): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2011.06.003
+Normal rank
@@ Property / OpenAlex ID @@
+W2091012841
@@ Property / OpenAlex ID: W2091012841 / rank @@
+Normal rank
@@ Property / cites work @@
+Pricing and hedging long-term options
@@ Property / cites work: Pricing and hedging long-term options / rank @@
+Normal rank
@@ Property / cites work @@
+Q4221330
@@ Property / cites work: Q4221330 / rank @@
+Normal rank
@@ Property / cites work @@
+Option pricing and Esscher transform under regime switching
+Normal rank
@@ Property / cites work @@
+Q5480304
@@ Property / cites work: Q5480304 / rank @@
+Normal rank
@@ Property / cites work @@
+Financial valuation of guaranteed minimum withdrawal benefits
+Normal rank
@@ Property / cites work @@
+Geometric Lévy process \& MEMM pricing model and related estimation problems
+Normal rank
@@ Property / cites work @@
+Fair valuation of participating policies with surrender options and regime switching
+Normal rank
@@ Property / cites work @@
+Pricing participating products under a generalized jump-diffusion model
+Normal rank