STATE-DEPENDENT FEES FOR VARIABLE ANNUITY GUARANTEES (Q5214823): Difference between revisions

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+A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities
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+Valuing the Guaranteed Minimum Death Benefit Clause with Partial Withdrawals
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+Optimal surrender policy for variable annuity guarantees
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+Guaranteed Annuity Options
@@ Property / cites work: Guaranteed Annuity Options / rank @@
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+The effect of modelling parameters on the value of GMWB guarantees
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@@ Property / cites work @@
+GUARANTEED MINIMUM WITHDRAWAL BENEFIT IN VARIABLE ANNUITIES
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+Actuarial Mathematics for Life Contingent Risks
@@ Property / cites work: Actuarial Mathematics for Life Contingent Risks / rank @@
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@@ Property / cites work @@
+A Regime-Switching Model of Long-Term Stock Returns
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+Q5480304
@@ Property / cites work: Q5480304 / rank @@
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@@ Property / cites work @@
+Trivariate density of Brownian motion, its local and occupation times, with application to stochastic control
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+Q4002114
@@ Property / cites work: Q4002114 / rank @@
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+An alternative approach to the valuation of American options and applications
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+Revisiting the Risk-Neutral Approach to Optimal Policyholder Behavior: A Study of Withdrawal Guarantees in Variable Annuities *
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