Pricing European options on deferred annuities (Q2442531): Difference between revisions

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-.1016/j.insmatheco.2013.01.004
@@ Property / DOI: 10.1016/j.insmatheco.2013.01.004 / rank @@
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+Credit risk: Modelling, valuation and hedging
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+Normal rank
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+Affine processes for dynamic mortality and actuarial valuations
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+Guaranteed Annuity Options
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+American option pricing under two stochastic volatility processes
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+A Theory of the Term Structure of Interest Rates
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+Valuation and hedging of life insurance liabilities with systematic mortality risk
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+A YIELD‐FACTOR MODEL OF INTEREST RATES
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+On the Heston Model with Stochastic Interest Rates
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+On Cox processes and credit risky securities
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+Applied Partial Differential Equations
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+Mortality derivatives and the option to annuitise.
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+Affine stochastic mortality
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+PRICING COUPON-BOND OPTIONS AND SWAPTIONS IN AFFINE TERM STRUCTURE MODELS
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@@ Property / DOI @@
+.1016/J.INSMATHECO.2013.01.004
@@ Property / DOI: 10.1016/J.INSMATHECO.2013.01.004 / rank @@
+Normal rank