Pricing Annuity Guarantees Under a Regime-Switching Model (Q5029071): Difference between revisions

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+Valuation of guaranteed annuity conversion options.
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+A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities
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+Guaranteed Annuity Options
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+AMERICAN OPTIONS WITH REGIME SWITCHING
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+Q4218383
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+Option pricing and Esscher transform under regime switching
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+Q3974816
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+Q3815091
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+“Asset Allocation with Hedge Funds on the Menu” Phelim Boyle and Sun Siang Liew, October 2007
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+A Markov model for switching regressions
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+Information and option pricings
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+A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
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+A Regime-Switching Model of Long-Term Stock Returns
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+Q5480304
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+Pricing of Ratchet equity-indexed annuities under stochastic interest rates
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+Valuation of Equity-Indexed Annuities Under Stochastic Interest Rates
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+Financial valuation of guaranteed minimum withdrawal benefits
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+The Estimation of the Parameters of a Linear Regression System Obeying Two Separate Regimes
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+Approximation pricing and the variance-optimal martingale measure
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+Fair valuation of participating policies with surrender options and regime switching
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+Option Pricing Under Autoregressive Random Variance Models
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+Pricing participating products under a generalized jump-diffusion model
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+Q5715975
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+Q5445942
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+Valuing Equity-Indexed Annuities
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+Threshold models in non-linear time series analysis
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