Impact of volatility clustering on equity indexed annuities (Q2374129): Difference between revisions

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+Modelling microstructure noise with mutually exciting point processes
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+Normal Inverse Gaussian Distributions and Stochastic Volatility Modelling
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+A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities
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+Modelling Financial High Frequency Data Using Point Processes
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+Estimating value-at-risk: a point process approach
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+GUARANTEED MINIMUM WITHDRAWAL BENEFIT IN VARIABLE ANNUITIES
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+Regions of positive and unimodal series expansion of the Edgeworth and Gram-Charlier approximations
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+Multivariate Hawkes processes: an application to financial data
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+Pricing annuity guarantees under a double regime-switching model
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+Valuing equity-linked death benefits in jump diffusion models
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+A model for interest rates with clustering effects
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+Q5480304
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+Q5649230
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+Spectra of some self-exciting and mutually exciting point processes
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+A cluster process representation of a self-exciting process
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+SYSTEMS OF FREQUENCY CURVES GENERATED BY METHODS OF TRANSLATION
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+Gram-Charlier densities.
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+Pricing equity-indexed annuities with path-dependent options.
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+Valuation of Equity-Indexed Annuities Under Stochastic Interest Rates
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+Non‐parametric Threshold Estimation for Models with Stochastic Diffusion Coefficient and Jumps
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+Financial valuation of guaranteed minimum withdrawal benefits
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+Q4486401
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+VALUING EQUITY-LINKED DEATH BENEFITS IN A REGIME-SWITCHING FRAMEWORK
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+Valuing Equity-Indexed Annuities
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