The fair value of guaranteed annuity options (Q3440844): Difference between revisions

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+Uncertainty in mortality projections: an actuarial perspective
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+Mortality derivatives and the option to annuitise.
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+The fair valuation problem of guaranteed annuity options: the stochastic mortality environment case
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+Valuation of guaranteed annuity conversion options.
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+Guaranteed Annuity Options
@@ Property / cites work: Guaranteed Annuity Options / rank @@
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+Pricing and hedging guaranteed annuity options via static option replication.
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+DEFAULT RISK INSURANCE AND INCOMPLETE MARKETS
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+Q4794153
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+Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts
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+Q4492756
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+Affine processes and applications in finance
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+Time-inhomogeneous affine processes
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+A YIELD‐FACTOR MODEL OF INTEREST RATES
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+Transform Analysis and Asset Pricing for Affine Jump-diffusions
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+An equilibrium characterization of the term structure
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+A Theory of the Term Structure of Interest Rates
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+A general version of the fundamental theorem of asset pricing
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+Post-'87 crash fears in the S\&P 500 futures option market
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+Pricing Stock Options in a Jump-Diffusion Model with Stochastic Volatility and Interest Rates: Applications of Fourier Inversion Methods
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+Doubly stochastic Poisson processes
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+Choice of function for mortality analysis: Effective forecasting depends on a minimum parameter representation
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+Q3731421
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+Convergence of discretized stochastic (interest rate) processes with stochastic drift term
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+Recursive valuation of defaultable securities and the timing of resolution of uncertainty
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+PRICING COUPON-BOND OPTIONS AND SWAPTIONS IN AFFINE TERM STRUCTURE MODELS
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+Stochastic duration and fast coupon bond option pricing in multi-factor models
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