Pages that link to "Item:Q2447419"

The following pages link to Analytical calculation of risk measures for variable annuity guaranteed benefits (Q2447419):

Displaying 22 items.

• Valuation of large variable annuity portfolios: Monte Carlo simulation and synthetic datasets (Q140173) (← links)
• An identity of hitting times and its application to the valuation of guaranteed minimum withdrawal benefit (Q253095) (← links)
• Statutory financial reporting for variable annuity guaranteed death benefits: market practice, mathematical modeling and computation (Q282266) (← links)
• Applications of central limit theorems for equity-linked insurance (Q343984) (← links)
• Valuing variable annuities with guaranteed minimum lifetime withdrawal benefits (Q495479) (← links)
• Comonotonic approximations of risk measures for variable annuity guaranteed benefits with dynamic policyholder behavior (Q730548) (← links)
• Exponential functionals of Lévy processes and variable annuity guaranteed benefits (Q1713470) (← links)
• Quantitative modeling of risk management strategies: stochastic reserving and hedging of variable annuity guaranteed benefits (Q1735033) (← links)
• A tail measure with variable risk tolerance: application in dynamic portfolio insurance strategy (Q2152243) (← links)
• Valuation of annuity guarantees under a self-exciting switching jump model (Q2152249) (← links)
• Equity-linked guaranteed minimum death benefits with dollar cost averaging (Q2234775) (← links)
• Optimal initiation of a GLWB in a variable annuity: no arbitrage approach (Q2513460) (← links)
• Discrete sums of geometric Brownian motions, annuities and Asian options (Q2520429) (← links)
• Moment-matching approximations for stochastic sums in non-Gaussian Ornstein-Uhlenbeck models (Q2657004) (← links)
• Geometric Brownian motion with affine drift and its time-integral (Q2663830) (← links)
• Valuing variable annuity guarantees on multiple assets (Q4575460) (← links)
• RISK-BASED CAPITAL FOR VARIABLE ANNUITY UNDER STOCHASTIC INTEREST RATE (Q5140086) (← links)
• SPECTRAL METHODS FOR THE CALCULATION OF RISK MEASURES FOR VARIABLE ANNUITY GUARANTEED BENEFITS (Q5214828) (← links)
• A Comparative Study of Risk Measures for Guaranteed Minimum Maturity Benefits by a PDE Method (Q5379128) (← links)
• Variable Annuities with VIX-Linked Fee Structure under a Heston-Type Stochastic Volatility Model (Q5379238) (← links)
• FAST COMPUTATION OF RISK MEASURES FOR VARIABLE ANNUITIES WITH ADDITIONAL EARNINGS BY CONDITIONAL MOMENT MATCHING (Q5745192) (← links)
• Variable annuity pricing, valuation, and risk management: a survey (Q5872568) (← links)