Valuing guaranteed equity-linked contracts by Laguerre series expansion (Q2424940): Difference between revisions

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+A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities
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+Analytic Solution for Return of Premium and Rollup Guaranteed Minimum Death Benefit Options Under Some Simple Mortality Laws
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+Analytic solution for ratchet guaranteed minimum death benefit options under a variety of mortality laws
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+Valuing equity-linked death benefits and other contingent options: a discounted density approach
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+Valuing equity-linked death benefits in jump diffusion models
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+Geometric stopping of a random walk and its applications to valuing equity-linked death benefits
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+Valuing guaranteed equity-linked contracts under piecewise constant forces of mortality
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+VALUING EQUITY-LINKED DEATH BENEFITS IN A REGIME-SWITCHING FRAMEWORK
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+Analytical valuation and hedging of variable annuity guaranteed lifetime withdrawal benefits
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+Estimating the Gerber-Shiu function in the perturbed compound Poisson model by Laguerre series expansion
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+What is a Sobolev space for the Laguerre function systems?
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+Comparison and bounds for functionals of future lifetimes consistent with life tables
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+Stationary distributions for fluid flow models with or without brownian noise
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