Analytical calculation of risk measures for variable annuity guaranteed benefits (Q2447419): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2012.09.007
+Normal rank
@@ Property / OpenAlex ID @@
+W3123549999
@@ Property / OpenAlex ID: W3123549999 / rank @@
+Normal rank
@@ Property / cites work @@
+Numerical Inversion of Laplace Transforms of Probability Distributions
+Normal rank
@@ Property / cites work @@
+A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities
+Normal rank
@@ Property / cites work @@
+Bessel Processes, the Integral of Geometric Brownian Motion, and Asian Options
+Normal rank
@@ Property / cites work @@
+Hedging guarantees in variable annuities under both equity and interest rate risks
+Normal rank
@@ Property / cites work @@
+Interest randomness in annuities certain
@@ Property / cites work: Interest randomness in annuities certain / rank @@
+Normal rank
@@ Property / cites work @@
+The Laplace transform of annuities certain with exponential time distribution
+Normal rank
@@ Property / cites work @@
+BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES
@@ Property / cites work: BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES / rank @@
+Normal rank
@@ Property / cites work @@
+Q3314810
@@ Property / cites work: Q3314810 / rank @@
+Normal rank
@@ Property / cites work @@
+A Regime-Switching Model of Long-Term Stock Returns
+Normal rank
@@ Property / cites work @@
+Q5480304
@@ Property / cites work: Q5480304 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4230625
@@ Property / cites work: Q4230625 / rank @@
+Normal rank
@@ Property / cites work @@
+Analytic bounds and approximations for annuities and Asian options
+Normal rank
@@ Property / cites work @@
+Valuation of guaranteed annuity options using a stochastic volatility model for equity prices
+Normal rank
@@ Property / cites work @@
+Quantile hedging for guaranteed minimum death benefits
+Normal rank
@@ Property / cites work @@
+On some exponential functionals of Brownian motion
+Normal rank
@@ Property / cites work @@
+From planar Brownian windings to Asian options
@@ Property / cites work: From planar Brownian windings to Asian options / rank @@
+Normal rank