Analyzing the interest rate risk of equity-indexed annuities via scenario matrices (Q6152703): Difference between revisions

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+Pricing and hedging guaranteed minimum withdrawal benefits under a general Lévy framework using the COS method
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+Fair Pricing of Life Insurance Participating Policies with a Minimum Interest Rate Guaranteed
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+Risk measure and fair valuation of an investment guarantee in life insurance
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+Pricing and Hedging of Cliquet Options and Locally Capped Contracts
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+Market value of life insurance contracts under stochastic interest rates and default risk
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+OPTIMAL ASSET ALLOCATION IN LIFE INSURANCE: THE IMPACT OF REGULATION
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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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+Randomization and the valuation of guaranteed minimum death benefits
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+Pricing variable annuity guarantees in a local volatility framework
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+Q3623845
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+Pricing annuity guarantees under a double regime-switching model
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+Risk analysis and valuation of life insurance contracts: combining actuarial and financial approaches
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+Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies
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+Cliquet-style return guarantees in a regime switching Lévy model
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+Fair valuation of cliquet-style return guarantees in (homogeneous and) heterogeneous life insurance portfolios
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+Pricing and hedging of guaranteed minimum benefits under regime-switching and stochastic mortality
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+Fair valuation of insurance contracts under Lévy process specifications
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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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+Hybrid equity swap, cap, and floor pricing under stochastic interest by Markov chain approximation
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+Applications of the central limit theorem for pricing cliquet-style options
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+Q2703816
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+A data-driven neural network approach to optimal asset allocation for target based defined contribution pension plans
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+Valuation of Equity-Indexed Annuities Under Stochastic Interest Rates
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+AN IMPROVED MARKOV CHAIN APPROXIMATION METHODOLOGY: DERIVATIVES PRICING AND MODEL CALIBRATION
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+Guaranteed Investment Contracts: Distributed and Undistributed Excess Return
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+Pricing rate of return guarantees in a Heath-Jarrow-Morton framework
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+Q3759621
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+Risk-neutral valuation of participating life insurance contracts in a stochastic interest rate environment
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