Equity-linked guaranteed minimum death benefits with dollar cost averaging (Q2234775): Difference between revisions

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+SOME PRICING TOOLS FOR THE VARIANCE GAMMA MODEL
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+A bivariate model for evaluating equity-linked policies with surrender option
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+The Existence of Optimal Bang-Bang Controls for GMxB Contracts
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+Endogenous model of surrender conditions in equity-linked life insurance
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+Efficient Pricing of Ratchet Equity-Indexed Annuities in a Variance-Gamma Economy
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+Variable annuities in a Lévy-based hybrid model with surrender risk
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+Processes of normal inverse Gaussian type
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+A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities
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+Valuing the Guaranteed Minimum Death Benefit Clause with Partial Withdrawals
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+Pricing and Hedging of Cliquet Options and Locally Capped Contracts
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+OPTION PRICING FOR TRUNCATED LÉVY PROCESSES
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+Q4331490
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+Valuation of longevity-linked life annuities
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+Hedging guarantees in variable annuities under both equity and interest rate risks
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+Equity-linked annuity pricing with cliquet-style guarantees in regime-switching and stochastic volatility models with jumps
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+A general framework for time-changed Markov processes and applications
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+A general framework for discretely sampled realized variance derivatives in stochastic volatility models with jumps
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+Valuing Asian and Portfolio Options by Conditioning on the Geometric Mean Price
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+Pricing guaranteed minimum/lifetime withdrawal benefits with various provisions under investment, interest rate and mortality risks
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+Willow tree algorithms for pricing Guaranteed Minimum Withdrawal Benefits under jump-diffusion and CEV models
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+Pricing annuity guarantees under a double regime-switching model
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+A Novel Pricing Method for European Options Based on Fourier-Cosine Series Expansions
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+Analytical calculation of risk measures for variable annuity guaranteed benefits
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+Quantitative modeling of risk management strategies: stochastic reserving and hedging of variable annuity guaranteed benefits
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+Systematic mortality risk: an analysis of guaranteed lifetime withdrawal benefits in variable annuities
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+General Optimized Lower and Upper Bounds for Discrete and Continuous Arithmetic Asian Options
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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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+Geometric stopping of a random walk and its applications to valuing equity-linked death benefits
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+Pricing of guaranteed minimum withdrawal benefits in variable annuities under stochastic volatility, stochastic interest rates and stochastic mortality via the componentwise splitting method
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+Valuation of variable long-term care annuities with guaranteed lifetime withdrawal benefits: a variance reduction approach
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+Analysis of optimal dynamic withdrawal policies in withdrawal guarantee products
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+Optimal Initiation of Guaranteed Lifelong Withdrawal Benefit with Dynamic Withdrawals
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+Pricing and hedging of guaranteed minimum benefits under regime-switching and stochastic mortality
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+FOURIER SPACE TIME-STEPPING ALGORITHM FOR VALUING GUARANTEED MINIMUM WITHDRAWAL BENEFITS IN VARIABLE ANNUITIES UNDER REGIME-SWITCHING AND STOCHASTIC MORTALITY
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+Pricing equity-linked pure endowments with risky assets that follow Lévy processes
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+Optimal surrender of guaranteed minimum maturity benefits under stochastic volatility and interest rates
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+Pricing of Ratchet equity-indexed annuities under stochastic interest rates
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+Efficient Option Pricing by Frame Duality with the Fast Fourier Transform
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+An Efficient Transform Method for Asian Option Pricing
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+An analysis of dollar cost averaging and market timing investment strategies
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+Efficient Asian option pricing under regime switching jump diffusions and stochastic volatility models
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+A Jump-Diffusion Model for Option Pricing
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+Pricing equity-indexed annuities with path-dependent options.
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+Pricing Arithmetic Asian Options Under Lévy Models by Backward Induction in the Dual Space
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+Valuing guaranteed equity-linked contracts under piecewise constant forces of mortality
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+The Variance Gamma Process and Option Pricing
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+Option pricing when underlying stock returns are discontinuous
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+Discrete-time local risk minimization of payment processes and applications to equity-linked life-insurance contracts
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+Valuation of variable annuities with guaranteed minimum withdrawal benefit under stochastic interest rate
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+Pricing EIA with cliquet-style guarantees under time-changed Lévy models by frame duality projection
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+VALUING EQUITY-LINKED DEATH BENEFITS IN A REGIME-SWITCHING FRAMEWORK
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+Valuing variable annuities with guaranteed minimum lifetime withdrawal benefits
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+Valuing Equity-Indexed Annuities
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+Analytic solution for ratchet guaranteed minimum death benefit options under a variety of mortality laws
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+Computing the Gerber–Shiu function by frame duality projection
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+Quantile hedging for guaranteed minimum death benefits
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+Pricing equity-linked death benefits by complex Fourier series expansion in a regime-switching jump diffusion model
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+A flexible tree for evaluating guaranteed minimum withdrawal benefits under deferred life annuity contracts with various provisions
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+Efficient Pricing of European-Style Asian Options under Exponential Lévy Processes Based on Fourier Cosine Expansions
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+Lévy insurance risk process with Poissonian taxation
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+Valuing guaranteed equity-linked contracts by Laguerre series expansion
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+Valuing equity-linked death benefits in general exponential Lévy models
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+A binomial model for valuing equity-linked policies embedding surrender options
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+Valuing equity-linked death benefits with a threshold expense strategy
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