Indifference fee rate for variable annuities (Q4585679): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+CREDIT RISK PREMIA AND QUADRATIC BSDEs WITH A SINGLE JUMP
+Normal rank
@@ Property / cites work @@
+A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities
+Normal rank
@@ Property / cites work @@
+Valuing the Guaranteed Minimum Death Benefit Clause with Partial Withdrawals
+Normal rank
@@ Property / cites work @@
+Credit risk: Modelling, valuation and hedging
@@ Property / cites work: Credit risk: Modelling, valuation and hedging / rank @@
+Normal rank
@@ Property / cites work @@
+MAX–MIN OPTIMIZATION PROBLEM FOR VARIABLE ANNUITIES PRICING
+Normal rank
@@ Property / cites work @@
+One-dimensional backward stochastic differential equations whose coefficient is monotonic in \(y\) and non-Lipschitz in \(z\)
+Normal rank
@@ Property / cites work @@
+Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Q5505177
@@ Property / cites work: Q5505177 / rank @@
+Normal rank
@@ Property / cites work @@
+Reset and withdrawal rights in dynamic fund protection
+Normal rank
@@ Property / cites work @@
+GUARANTEED MINIMUM WITHDRAWAL BENEFIT IN VARIABLE ANNUITIES
+Normal rank
@@ Property / cites work @@
+Backward Stochastic Differential Equations in Finance
+Normal rank
@@ Property / cites work @@
+Reflected solutions of backward SDE's, and related obstacle problems for PDE's
+Normal rank
@@ Property / cites work @@
+Uniqueness result for the BSDE whose generator is monotonic in \(y\) and uniformly continuous in \(z\)
+Normal rank
@@ Property / cites work @@
+Utility maximization in incomplete markets
@@ Property / cites work: Utility maximization in incomplete markets / rank @@
+Normal rank
@@ Property / cites work @@
+Continuous exponential martingales and BMO
@@ Property / cites work: Continuous exponential martingales and BMO / rank @@
+Normal rank
@@ Property / cites work @@
+Mean-variance hedging on uncertain time horizon in a market with a jump
+Normal rank
@@ Property / cites work @@
+Exponential utility maximization in an incomplete market with defaults
+Normal rank
@@ Property / cites work @@
+Financial valuation of guaranteed minimum withdrawal benefits
+Normal rank
@@ Property / cites work @@
+Pricing Via Utility Maximization and Entropy
@@ Property / cites work: Pricing Via Utility Maximization and Entropy / rank @@
+Normal rank
@@ Property / cites work @@
+Fair valuation of participating policies with surrender options and regime switching
+Normal rank
@@ Property / full work available at URL @@
+https://hal.science/hal-01017157
@@ Property / full work available at URL: https://hal.science/hal-01017157 / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W4301097284
@@ Property / OpenAlex ID: W4301097284 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:4585679