Pricing rate of return guarantees in regular premium unit linked insurance (Q704417): Difference between revisions

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+Pricing equity-linked life insurance with endogenous minimum guarantees
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+The Market Model of Interest Rate Dynamics
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+On the information in the interest rate term structure and option prices
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+The concept of comonotonicity in actuarial science and finance: theory.
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+The concept of comonotonicity in actuarial science and finance: applications.
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+Changes of numéraire, changes of probability measure and option pricing
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+Martingales and stochastic integrals in the theory of continuous trading
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+Pricing Interest-Rate-Derivative Securities
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+Mortality derivatives and the option to annuitise.
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+Equity-linked life insurance: A model with stochastic interest rates
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+The pricing of Asian options under stochastic interest rates
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+Pricing of Asian exchange rate options under stochastic interest rates as a sum of options
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+Mathematical foundation of convexity correction
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+The value of an Asian option
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+An easy computable upper bound for the price of an arithmetic Asian option
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