Equity-linked pension schemes with guarantees (Q654835): Difference between revisions

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+Jørgen Aase Nielsen
@@ Property / author: Jørgen Aase Nielsen / rank @@
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+MaRDI publication profile
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+W3124032179
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@@ Property / cites work @@
+Valuation of Equity-Linked Life Insurance Contracts Using a Model with Interacting Assets
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+Pricing life insurance contracts with early exercise features
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+Regression-based algorithms for life insurance contracts with surrender guarantees
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+Pricing equity-linked life insurance with endogenous minimum guarantees
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+Valuation of guaranteed annuity conversion options.
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+Prices and sensitivities of Asian options: A survey
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+The design of equity-indexed annuities
@@ Property / cites work: The design of equity-indexed annuities / rank @@
+Normal rank
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+On the optimal design of insurance contracts with guarantees
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+Evaluating fair premiums of equity-linked policies with surrender option in a bivariate model
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@@ Property / cites work @@
+Valuing Asian and Portfolio Options by Conditioning on the Geometric Mean Price
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@@ Property / cites work @@
+The concept of comonotonicity in actuarial science and finance: applications.
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+Changes of numéraire, changes of probability measure and option pricing
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+Q5480304
@@ Property / cites work: Q5480304 / rank @@
+Normal rank
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+Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
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@@ Property / cites work @@
+Q3071112
@@ Property / cites work: Q3071112 / rank @@
+Normal rank
@@ Property / cites work @@
+Quantile hedging for equity-linked contracts
@@ Property / cites work: Quantile hedging for equity-linked contracts / rank @@
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@@ Property / cites work @@
+Risk-Minimizing Hedging Strategies for Unit-Linked Life Insurance Contracts
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@@ Property / cites work @@
+Hedging Equity-Linked Life Insurance Contracts
@@ Property / cites work: Hedging Equity-Linked Life Insurance Contracts / rank @@
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+Equity-linked life insurance: A model with stochastic interest rates
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@@ Property / cites work @@
+Pricing of Asian exchange rate options under stochastic interest rates as a sum of options
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@@ Property / cites work @@
+Q4550920
@@ Property / cites work: Q4550920 / rank @@
+Normal rank
@@ Property / cites work @@
+The value of an Asian option
@@ Property / cites work: The value of an Asian option / rank @@
+Normal rank
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+Pricing rate of return guarantees in regular premium unit linked insurance
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+An easy computable upper bound for the price of an arithmetic Asian option
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