Indifference fee rate for variable annuities (Q4585679): Difference between revisions

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+CREDIT RISK PREMIA AND QUADRATIC BSDEs WITH A SINGLE JUMP
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+A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities
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+Valuing the Guaranteed Minimum Death Benefit Clause with Partial Withdrawals
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+Credit risk: Modelling, valuation and hedging
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+MAX–MIN OPTIMIZATION PROBLEM FOR VARIABLE ANNUITIES PRICING
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+One-dimensional backward stochastic differential equations whose coefficient is monotonic in \(y\) and non-Lipschitz in \(z\)
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+Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations
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+Q5505177
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+Reset and withdrawal rights in dynamic fund protection
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+GUARANTEED MINIMUM WITHDRAWAL BENEFIT IN VARIABLE ANNUITIES
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+Backward Stochastic Differential Equations in Finance
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+Reflected solutions of backward SDE's, and related obstacle problems for PDE's
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+Uniqueness result for the BSDE whose generator is monotonic in \(y\) and uniformly continuous in \(z\)
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+Utility maximization in incomplete markets
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+Continuous exponential martingales and BMO
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+Mean-variance hedging on uncertain time horizon in a market with a jump
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+Exponential utility maximization in an incomplete market with defaults
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+Financial valuation of guaranteed minimum withdrawal benefits
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+Pricing Via Utility Maximization and Entropy
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+Fair valuation of participating policies with surrender options and regime switching
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