Valuation perspectives and decompositions for variable annuities with GMWB riders (Q743168): Difference between revisions

@@ Property / author @@
-Cody Blaine Hyndman
@@ Property / author: Cody Blaine Hyndman / rank @@
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@@ Property / author @@
+Cody Blaine Hyndman
@@ Property / author: Cody Blaine Hyndman / rank @@
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+MaRDI publication profile
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+W2069440683
@@ Property / OpenAlex ID: W2069440683 / rank @@
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+.2562
@@ Property / arXiv ID: 1307.2562 / rank @@
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@@ Property / cites work @@
+A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities
+Normal rank
@@ Property / cites work @@
+Q3150773
@@ Property / cites work: Q3150773 / rank @@
+Normal rank
@@ Property / cites work @@
+A numerical scheme for the impulse control formulation for pricing variable annuities with a guaranteed minimum withdrawal benefit (GMWB)
+Normal rank
@@ Property / cites work @@
+GUARANTEED MINIMUM WITHDRAWAL BENEFIT IN VARIABLE ANNUITIES
+Normal rank
@@ Property / cites work @@
+Mathematical methods for financial markets.
@@ Property / cites work: Mathematical methods for financial markets. / rank @@
+Normal rank
@@ Property / cites work @@
+Q4002114
@@ Property / cites work: Q4002114 / rank @@
+Normal rank
@@ Property / cites work @@
+Semi-Static Hedging for GMWB in Variable Annuities
+Normal rank
@@ Property / cites work @@
+Financial valuation of guaranteed minimum withdrawal benefits
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations. An introduction with applications.
+Normal rank
@@ Property / cites work @@
+Pricing guaranteed minimum withdrawal benefits under stochastic interest rates
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:743168