Pricing annuity guarantees under a double regime-switching model (Q2347059): Difference between revisions

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-Rong-Ming Wang
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+Rong-Ming Wang
@@ Property / author: Rong-Ming Wang / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2015.02.005
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+W2062163371
@@ Property / OpenAlex ID: W2062163371 / rank @@
+Normal rank
@@ Property / cites work @@
+A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities
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+AMERICAN OPTIONS WITH REGIME SWITCHING
@@ Property / cites work: AMERICAN OPTIONS WITH REGIME SWITCHING / rank @@
+Normal rank
@@ Property / cites work @@
+Q4221330
@@ Property / cites work: Q4221330 / rank @@
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@@ Property / cites work @@
+GUARANTEED MINIMUM WITHDRAWAL BENEFIT IN VARIABLE ANNUITIES
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+Option pricing and Esscher transform under regime switching
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+A risk-based approach for pricing American options under a generalized Markov regime-switching model
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+Authors’ Reply: Pricing Annuity Guarantees Under a Regime-Switching Model - Discussion by Robert J. Elliott and Tak Kuen Siu
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+Option pricing in a regime-switching model using the fast Fourier transform
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+Valuation of equity-indexed annuities with regime-switching jump diffusion risk and stochastic mortality risk
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@@ links / mardi / name / links / mardi / name @@
+Publication:2347059