Pricing and hedging guaranteed annuity options via static option replication. (Q1423359): Difference between revisions

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+Pricing of Unit-linked Life Insurance Policies
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+Valuation of guaranteed annuity conversion options.
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+The Pricing of Options and Corporate Liabilities
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+Q3773148
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+Reserving for maturity guarantees: Two approaches
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+Guaranteed Annuity Options
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+The Market Model of Interest Rate Dynamics
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+Changes of numéraire, changes of probability measure and option pricing
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+Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies
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+Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
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+LIBOR and swap market models and measures
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+Mortality derivatives and the option to annuitise.
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+Pricing rate of return guarantees in a Heath-Jarrow-Morton framework
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+Guaranteed Investment Contracts: Distributed and Undistributed Excess Return
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+Q4504336
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+https://doi.org/10.1016/s0167-6687(03)00154-9
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+W3125642461
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+Publication:1423359