Pages that link to "Item:Q1974032"
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The following pages link to Pricing rate of return guarantees in a Heath-Jarrow-Morton framework (Q1974032):
Displayed 16 items.
- The effect of management discretion on hedging and fair valuation of participating policies with maturity guarantees (Q882468) (← links)
- Valuation of life insurance surrender and exchange options (Q931172) (← links)
- Valuation of the interest rate guarantee embedded in defined contribution pension plans (Q931175) (← links)
- Risk-neutral valuation of participating life insurance contracts in a stochastic interest rate environment (Q938030) (← links)
- Evaluation of insurance products with guarantee in incomplete markets (Q939370) (← links)
- Valuation and hedging of participating life-insurance policies under management discretion (Q1003820) (← links)
- Pricing of multi-period rate of return guarantees. (Q1423346) (← links)
- Pricing and hedging guaranteed annuity options via static option replication. (Q1423359) (← links)
- Asset and liability modelling for participating policies with guarantees (Q2462133) (← links)
- Optimal hedging strategies for multi-period guarantees in the presence of transaction costs: a stochastic programming approach (Q2464252) (← links)
- Hedging guarantees in variable annuities under both equity and interest rate risks (Q2492169) (← links)
- Pricing of multi-period rate of return guarantees: the Monte Carlo approach (Q2507618) (← links)
- The fair valuation problem of guaranteed annuity options: the stochastic mortality environment case (Q2507952) (← links)
- Interest Guarantees in Banking (Q3375371) (← links)
- On accounting standards and fair valuation of life insurance and pension liabilities (Q5467666) (← links)
- Guaranteed Investment Contracts: Distributed and Undistributed Excess Return (Q5467676) (← links)