Pricing and hedging equity-indexed annuities via local risk-minimization (Q5078428): Difference between revisions

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+Pricing of Unit-linked Life Insurance Policies
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+The design of equity-indexed annuities
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+Pricing annuity guarantees under a double regime-switching model
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+Pricing Lookback Options and Dynamic Guarantees
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+Ergodic Control of Switching Diffusions
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+Pricing of Ratchet equity-indexed annuities under stochastic interest rates
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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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+Pricing Annuity Guarantees Under a Regime-Switching Model
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+Q3570623
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+Option pricing when underlying stock returns are discontinuous
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+Risk-Minimizing Hedging Strategies for Unit-Linked Life Insurance Contracts
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+Risk-minimizing hedging strategies for insurance payment processes
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+Optimal surrender strategies for equity-indexed annuity investors
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+Valuation of equity-indexed annuity under stochastic mortality and interest rate
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+The Estimation of the Parameters of a Linear Regression System Obeying Two Separate Regimes
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+Hedging life insurance contracts in a Lévy process financial market
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+Locally Risk-minimizing Hedging of Insurance Payment Streams
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+Option hedging for semimartingales
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+RISK‐MINIMIZING HEDGING STRATEGIES UNDER RESTRICTED INFORMATION
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+Maximum principle for mean-field jump-diffusion stochastic delay differential equations and its application to finance
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+Pricing variance swaps under a stochastic interest rate and volatility model with regime-switching
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+Pricing currency options under two-factor Markov-modulated stochastic volatility models
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+Valuing Equity-Indexed Annuities
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+A locally risk-minimizing hedging strategy for unit-linked life insurance contracts in a Lévy process financial market
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+Pricing Equity-indexed Annuities When Discrete Dividends Follow a Markov-Modulated Jump Diffusion Model
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