The time of deducting fees for variable annuities under the state-dependent fee structure (Q2347103): Difference between revisions

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+Russian and American put options under exponential phase-type Lévy models.
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+A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities
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+STATE-DEPENDENT FEES FOR VARIABLE ANNUITY GUARANTEES
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+Q3150773
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+On first passage times of a hyper-exponential jump diffusion process
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+Pricing double-barrier options under a flexible jump diffusion model
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+Occupation Times of Jump-Diffusion Processes with Double Exponential Jumps and the Pricing of Options
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+Pricing and hedging of variable annuities with state-dependent fees
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+Fitting combinations of exponentials to probability distributions
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+Pricing Perpetual Fund Protection with Withdrawal Option
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+Valuing equity-linked death benefits and other contingent options: a discounted density approach
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+Valuing equity-linked death benefits in jump diffusion models
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+Valuation perspectives and decompositions for variable annuities with GMWB riders
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+“Stochastic Annuities,” Daniel Dufresne, January 2007
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+Pricing maturity guarantee with dynamic withdrawal benefit
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+Introductory lectures on fluctuations of Lévy processes with applications.
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+Refracted Lévy processes
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+Occupation times of refracted Lévy processes
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+Occupation times of spectrally negative Lévy processes with applications
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+Pricing equity-indexed annuities with path-dependent options.
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+Exit problems for jump processes with applications to dividend problems
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