Hedging guarantees in variable annuities under both equity and interest rate risks (Q2492169): Difference between revisions

@@ Property / DOI @@
-.1016/j.insmatheco.2005.06.002
@@ Property / DOI: 10.1016/j.insmatheco.2005.06.002 / rank @@
-Normal rank
@@ Property / author @@
+Thomas F. Coleman
@@ Property / author: Thomas F. Coleman / rank @@
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@@ 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.2005.06.002
+Normal rank
@@ Property / OpenAlex ID @@
+W2030651687
@@ Property / OpenAlex ID: W2030651687 / rank @@
+Normal rank
@@ Property / cites work @@
+Pricing equity-linked life insurance with endogenous minimum guarantees
+Normal rank
@@ Property / cites work @@
+Hedging Derivative Securities and Incomplete Markets: An ε-Arbitrage Approach
+Normal rank
@@ Property / cites work @@
+Reserving for maturity guarantees: Two approaches
@@ Property / cites work: Reserving for maturity guarantees: Two approaches / rank @@
+Normal rank
@@ Property / cites work @@
+Hedging and Reserving for Single-Premium Segregated Fund Contracts
+Normal rank
@@ Property / cites work @@
+A Comparison of Two Quadratic Approaches to Hedging in Incomplete Markets
+Normal rank
@@ Property / cites work @@
+Q2771115
@@ Property / cites work: Q2771115 / rank @@
+Normal rank
@@ Property / cites work @@
+Valuation of Equity-Indexed Annuities Under Stochastic Interest Rates
+Normal rank
@@ Property / cites work @@
+Option pricing with hedging at fixed trading dates
+Normal rank
@@ Property / cites work @@
+Pricing rate of return guarantees in a Heath-Jarrow-Morton framework
+Normal rank
@@ Property / cites work @@
+Risk-Minimizing Hedging Strategies for Unit-Linked Life Insurance Contracts
+Normal rank
@@ Property / cites work @@
+Hedging Equity-Linked Life Insurance Contracts
@@ Property / cites work: Hedging Equity-Linked Life Insurance Contracts / rank @@
+Normal rank
@@ Property / cites work @@
+Risk-minimizing hedging strategies for insurance payment processes
+Normal rank
@@ Property / cites work @@
+Equity-linked life insurance: A model with stochastic interest rates
+Normal rank
@@ Property / cites work @@
+On Quadratic Cost Criteria for Option Hedging
@@ Property / cites work: On Quadratic Cost Criteria for Option Hedging / rank @@
+Normal rank
@@ Property / cites work @@
+Variance-Optimal Hedging in Discrete Time
@@ Property / cites work: Variance-Optimal Hedging in Discrete Time / rank @@
+Normal rank
@@ Property / cites work @@
+Q2771116
@@ Property / cites work: Q2771116 / rank @@
+Normal rank
@@ Property / DOI @@
+.1016/J.INSMATHECO.2005.06.002
@@ Property / DOI: 10.1016/J.INSMATHECO.2005.06.002 / rank @@
+Normal rank