Valuation of equity-indexed annuity under stochastic mortality and interest rate (Q661223): Difference between revisions

@@ Property / cites work @@
+Nonparametric Pricing of Interest Rate Derivative Securities
+Normal rank
@@ Property / cites work @@
+Affine processes for dynamic mortality and actuarial valuations
+Normal rank
@@ Property / cites work @@
+Stochastic mortality under measure changes
@@ Property / cites work: Stochastic mortality under measure changes / rank @@
+Normal rank
@@ Property / cites work @@
+The design of equity-indexed annuities
@@ Property / cites work: The design of equity-indexed annuities / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts
+Normal rank
@@ Property / cites work @@
+Valuation and hedging of life insurance liabilities with systematic mortality risk
+Normal rank
@@ Property / cites work @@
+Mortality-dependent financial risk measures
@@ Property / cites work: Mortality-dependent financial risk measures / rank @@
+Normal rank
@@ Property / cites work @@
+Pricing Lookback Options and Dynamic Guarantees
@@ Property / cites work: Pricing Lookback Options and Dynamic Guarantees / rank @@
+Normal rank
@@ Property / cites work @@
+Mortality modelling with Lévy processes
@@ Property / cites work: Mortality modelling with Lévy processes / rank @@
+Normal rank
@@ Property / cites work @@
+Q5480304
@@ Property / cites work: Q5480304 / rank @@
+Normal rank
@@ Property / cites work @@
+Catastrophe options with stochastic interest rates and compound Poisson losses
+Normal rank
@@ Property / cites work @@
+Valuation of contingent claims with mortality and interest rate risks
+Normal rank
@@ Property / cites work @@
+Pricing of Ratchet equity-indexed annuities under stochastic interest rates
+Normal rank
@@ Property / cites work @@
+Pricing equity-indexed annuities with path-dependent options.
+Normal rank
@@ Property / cites work @@
+Valuation of Equity-Indexed Annuities Under Stochastic Interest Rates
+Normal rank
@@ Property / cites work @@
+Optimal surrender strategies for equity-indexed annuity investors
+Normal rank
@@ Property / cites work @@
+Affine stochastic mortality
@@ Property / cites work: Affine stochastic mortality / rank @@
+Normal rank
@@ Property / cites work @@
+Valuing Equity-Indexed Annuities
@@ Property / cites work: Valuing Equity-Indexed Annuities / rank @@
+Normal rank