Pages that link to "Item:Q2347059"
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The following pages link to Pricing annuity guarantees under a double regime-switching model (Q2347059):
Displayed 23 items.
- Cliquet-style return guarantees in a regime switching Lévy model (Q506080) (← links)
- On a Markov chain approximation method for option pricing with regime switching (Q747024) (← links)
- Pricing and hedging defaultable participating contracts with regime switching and jump risk (Q777938) (← links)
- Pricing a guaranteed annuity option under correlated and regime-switching risk factors (Q903675) (← links)
- Option pricing in regime-switching frameworks with the extended Girsanov principle (Q2038228) (← links)
- Pricing some life-contingent lookback options under regime-switching Lévy models (Q2075983) (← links)
- Valuation of a DB underpin hybrid pension under a regime-switching Lévy model (Q2088855) (← links)
- Valuation of annuity guarantees under a self-exciting switching jump model (Q2152249) (← links)
- Valuation of guaranteed minimum maturity benefits under generalised regime-switching models using the Fourier cosine method (Q2155842) (← links)
- Pricing EIA with cliquet-style guarantees under time-changed Lévy models by frame duality projection (Q2219586) (← links)
- Equity-linked guaranteed minimum death benefits with dollar cost averaging (Q2234775) (← links)
- Pricing equity-linked death benefits by complex Fourier series expansion in a regime-switching jump diffusion model (Q2242652) (← links)
- Impact of volatility clustering on equity indexed annuities (Q2374129) (← links)
- Equity-linked annuity pricing with cliquet-style guarantees in regime-switching and stochastic volatility models with jumps (Q2397852) (← links)
- Option pricing under regime-switching models: novel approaches removing path-dependence (Q2421406) (← links)
- Option pricing in Markov-modulated exponential Lévy models with stochastic interest rates (Q2424929) (← links)
- Real-Time Valuation of Large Variable Annuity Portfolios: A Green Mesh Approach (Q3385433) (← links)
- ROBUST STABILITY, STABILISATION AND H-INFINITY CONTROL FOR PREMIUM-RESERVE MODELS IN A MARKOVIAN REGIME SWITCHING DISCRETE-TIME FRAMEWORK (Q4563783) (← links)
- Pricing and hedging equity-indexed annuities via local risk-minimization (Q5078428) (← links)
- Fair valuation of cliquet-style return guarantees in (homogeneous and) heterogeneous life insurance portfolios (Q5228140) (← links)
- Pricing equity-linked guaranteed minimum death benefits with surrender risk by complex Fourier series expansion method (Q6058844) (← links)
- European option pricing with market frictions, regime switches and model uncertainty (Q6152695) (← links)
- Analyzing the interest rate risk of equity-indexed annuities via scenario matrices (Q6152703) (← links)
