Semi-static hedging of variable annuities (Q282294): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+B30
@@ Property / Mathematics Subject Classification ID: 91B30 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G20
@@ Property / Mathematics Subject Classification ID: 91G20 / rank @@
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@@ Property / zbMATH DE Number @@
+6579591
@@ Property / zbMATH DE Number: 6579591 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+effective hedging
@@ Property / zbMATH Keywords: effective hedging / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+variable annuities
@@ Property / zbMATH Keywords: variable annuities / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+semi-static hedging
@@ Property / zbMATH Keywords: semi-static hedging / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+periodic fees
@@ Property / zbMATH Keywords: periodic fees / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+embedded guarantees
@@ Property / zbMATH Keywords: embedded guarantees / rank @@
+Normal rank
@@ 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.2016.01.004
+Normal rank
@@ Property / OpenAlex ID @@
+W2261958352
@@ Property / OpenAlex ID: W2261958352 / rank @@
+Normal rank
@@ Property / cites work @@
+Pricing Guaranteed Life Insurance Participating Policies with Annual Premiums and Surrender Option
+Normal rank
@@ Property / cites work @@
+A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities
+Normal rank
@@ Property / cites work @@
+The effect of modelling parameters on the value of GMWB guarantees
+Normal rank
@@ Property / cites work @@
+Hedging guarantees in variable annuities under both equity and interest rate risks
+Normal rank
@@ Property / cites work @@
+GUARANTEED MINIMUM WITHDRAWAL BENEFIT IN VARIABLE ANNUITIES
+Normal rank
@@ Property / cites work @@
+Systematic mortality risk: an analysis of guaranteed lifetime withdrawal benefits in variable annuities
+Normal rank
@@ Property / cites work @@
+Individual post-retirement longevity risk management under systematic mortality risk
+Normal rank
@@ Property / cites work @@
+Q5480304
@@ Property / cites work: Q5480304 / rank @@
+Normal rank
@@ Property / cites work @@
+Hedging and Reserving for Single-Premium Segregated Fund Contracts
+Normal rank
@@ Property / cites work @@
+The payoff distribution model: an application to dynamic portfolio insurance
+Normal rank
@@ Property / cites work @@
+Semi-Static Hedging for GMWB in Variable Annuities
+Normal rank
@@ Property / cites work @@
+Pricing Annuity Guarantees Under a Regime-Switching Model
+Normal rank
@@ Property / cites work @@
+Measuring the Effectiveness of Static Hedging Strategies for a Guaranteed Minimum Income Benefit
+Normal rank
@@ Property / cites work @@
+Financial valuation of guaranteed minimum withdrawal benefits
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@@ links / mardi / name / links / mardi / name @@
+Publication:282294