Impact of Flexible Periodic Premiums on Variable Annuity Guarantees (Q5379207): Difference between revisions

@@ Property / author @@
+Zhen-Yu Cui
@@ Property / author: Zhen-Yu Cui / rank @@
+Normal rank
@@ 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/10.1080/10920277.2016.1209119
+Normal rank
@@ Property / OpenAlex ID @@
+W2288564511
@@ Property / OpenAlex ID: W2288564511 / rank @@
+Normal rank
@@ Property / cites work @@
+General Lower Bounds for Arithmetic Asian Option Prices
+Normal rank
@@ Property / cites work @@
+A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities
+Normal rank
@@ Property / cites work @@
+Semi-static hedging of variable annuities
@@ Property / cites work: Semi-static hedging of variable annuities / rank @@
+Normal rank
@@ Property / cites work @@
+Guaranteed Annuity Options
@@ Property / cites work: Guaranteed Annuity Options / rank @@
+Normal rank
@@ Property / cites work @@
+Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes
+Normal rank
@@ Property / cites work @@
+Q2866025
@@ Property / cites work: Q2866025 / rank @@
+Normal rank
@@ Property / cites work @@
+Hedging guarantees in variable annuities under both equity and interest rate risks
+Normal rank
@@ Property / cites work @@
+USING MODEL-INDEPENDENT LOWER BOUNDS TO IMPROVE PRICING OF ASIAN STYLE OPTIONS IN LÉVY MARKETS
+Normal rank
@@ Property / cites work @@
+The concept of comonotonicity in actuarial science and finance: theory.
+Normal rank
@@ Property / cites work @@
+Risk Measures and Comonotonicity: A Review
@@ Property / cites work: Risk Measures and Comonotonicity: A Review / rank @@
+Normal rank
@@ Property / cites work @@
+Q2842207
@@ Property / cites work: Q2842207 / rank @@
+Normal rank
@@ Property / cites work @@
+Comonotonic approximations of risk measures for variable annuity guaranteed benefits with dynamic policyholder behavior
+Normal rank
@@ Property / cites work @@
+Hedging and Reserving for Single-Premium Segregated Fund Contracts
+Normal rank
@@ Property / cites work @@
+Q5480304
@@ Property / cites work: Q5480304 / rank @@
+Normal rank
@@ Property / cites work @@
+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
+Normal rank
@@ Property / cites work @@
+A Simple Geometric Proof that Comonotonic Risks Have the Convex-Largest Sum
+Normal rank
@@ Property / cites work @@
+Q5624248
@@ Property / cites work: Q5624248 / rank @@
+Normal rank
@@ Property / cites work @@
+Semi-Static Hedging for GMWB in Variable Annuities
+Normal rank
@@ Property / cites work @@
+Measuring the Effectiveness of Static Hedging Strategies for a Guaranteed Minimum Income Benefit
+Normal rank
@@ Property / cites work @@
+The value of an Asian option
@@ Property / cites work: The value of an Asian option / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal approximations for risk measures of sums of lognormals based on conditional expectations
+Normal rank
@@ Property / cites work @@
+Analytic bounds and approximations for annuities and Asian options
+Normal rank