Pages that link to "Item:Q1413340"

The following pages link to Valuation of guaranteed annuity conversion options. (Q1413340):

Displaying 26 items.

• Lifetime investment and consumption using a defined-contribution pension scheme (Q310917) (← links)
• Valuing inflation-linked death benefits under a stochastic volatility framework (Q343966) (← links)
• Mortality modelling with regime-switching for the valuation of a guaranteed annuity option (Q492634) (← links)
• Equity-linked pension schemes with guarantees (Q654835) (← links)
• Pricing long-dated insurance contracts with stochastic interest rates and stochastic volatility (Q659168) (← links)
• Valuation of guaranteed annuity options using a stochastic volatility model for equity prices (Q661249) (← links)
• Valuation of contingent claims with mortality and interest rate risks (Q732668) (← links)
• Measuring the effect of mortality improvements on the cost of annuities (Q849595) (← links)
• The timing of annuitization: Investment dominance and mortality risk (Q865617) (← links)
• Pricing a guaranteed annuity option under correlated and regime-switching risk factors (Q903675) (← links)
• Pricing and hedging guaranteed annuity options via static option replication. (Q1423359) (← links)
• An efficient algorithm for the valuation of a guaranteed annuity option with correlated financial and mortality risks (Q1697208) (← links)
• Pricing variable annuity guarantees in a local volatility framework (Q2015631) (← links)
• Variable annuity with a surrender option under multiscale stochastic volatility (Q2111544) (← links)
• The impact of longevity and investment risk on a portfolio of life insurance liabilities (Q2323648) (← links)
• The role of the dependence between mortality and interest rates when pricing guaranteed annuity options (Q2374113) (← links)
• Valuation and risk assessment of participating life insurance in the presence of credit risk (Q2374130) (← links)
• A flexible tree for evaluating guaranteed minimum withdrawal benefits under deferred life annuity contracts with various provisions (Q2442519) (← links)
• The premium and the risk of a life policy in the presence of interest rate fluctuations (Q2485526) (← links)
• The fair valuation problem of guaranteed annuity options: the stochastic mortality environment case (Q2507952) (← links)
• A generalized pricing framework addressing correlated mortality and interest risks: a change of probability measure approach (Q2812013) (← links)
• Pricing Asian Options and Equity-Indexed Annuities with Regime Switching by the Trinomial Tree Method (Q3088977) (← links)
• The fair value of guaranteed annuity options (Q3440844) (← links)
• Pricing participating policies under the Meixner process and stochastic volatility (Q4577195) (← links)
• Pricing Participating Inflation Retirement Funds Through Option Modeling and Copulas (Q5029061) (← links)
• Pricing Annuity Guarantees Under a Regime-Switching Model (Q5029071) (← links)