Semi-static hedging of variable annuities (Q282294): Difference between revisions

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+https://doi.org/10.1016/j.insmatheco.2016.01.004
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+W2261958352
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@@ Property / cites work @@
+Pricing Guaranteed Life Insurance Participating Policies with Annual Premiums and Surrender Option
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@@ Property / cites work @@
+A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities
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+The effect of modelling parameters on the value of GMWB guarantees
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+Hedging guarantees in variable annuities under both equity and interest rate risks
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+GUARANTEED MINIMUM WITHDRAWAL BENEFIT IN VARIABLE ANNUITIES
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+Systematic mortality risk: an analysis of guaranteed lifetime withdrawal benefits in variable annuities
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+Individual post-retirement longevity risk management under systematic mortality risk
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+Q5480304
@@ Property / cites work: Q5480304 / rank @@
+Normal rank
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+Hedging and Reserving for Single-Premium Segregated Fund Contracts
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+The payoff distribution model: an application to dynamic portfolio insurance
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+Semi-Static Hedging for GMWB in Variable Annuities
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+Pricing Annuity Guarantees Under a Regime-Switching Model
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+Measuring the Effectiveness of Static Hedging Strategies for a Guaranteed Minimum Income Benefit
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+Financial valuation of guaranteed minimum withdrawal benefits
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+Publication:282294