Pages that link to "Item:Q2513624"

The following pages link to Systematic mortality risk: an analysis of guaranteed lifetime withdrawal benefits in variable annuities (Q2513624):

Displaying 20 items.

• Semi-static hedging of variable annuities (Q282294) (← links)
• Pricing guaranteed minimum/lifetime withdrawal benefits with various provisions under investment, interest rate and mortality risks (Q495504) (← links)
• Analytical valuation and hedging of variable annuity guaranteed lifetime withdrawal benefits (Q506067) (← links)
• Calibrating Gompertz in reverse: what is your longevity-risk-adjusted global age? (Q784405) (← links)
• A comparative study of pricing approaches for longevity instruments (Q1799642) (← links)
• Pricing equity-linked life insurance contracts with multiple risk factors by neural networks (Q2059681) (← links)
• Equity-linked guaranteed minimum death benefits with dollar cost averaging (Q2234775) (← links)
• The impact of longevity and investment risk on a portfolio of life insurance liabilities (Q2323648) (← links)
• Variable annuities with a threshold fee: valuation, numerical implementation and comparative static analysis (Q2331000) (← links)
• Pricing and hedging of guaranteed minimum benefits under regime-switching and stochastic mortality (Q2520456) (← links)
• Valuing guaranteed minimum accumulation benefits by a change of numéraire approach (Q2670118) (← links)
• The Valuation of a Guaranteed Minimum Maturity Benefit under a Regime-Switching Framework (Q3385434) (← links)
• Pricing and hedging guaranteed minimum withdrawal benefits under a general Lévy framework using the COS method (Q4554481) (← links)
• Basis risk in static versus dynamic longevity-risk hedging (Q4575469) (← links)
• Optimal Initiation of Guaranteed Lifelong Withdrawal Benefit with Dynamic Withdrawals (Q4607051) (← links)
• A Comparative Study of Risk Measures for Guaranteed Minimum Maturity Benefits by a PDE Method (Q5379128) (← links)
• Indifference Pricing of a GLWB Option in Variable Annuities (Q5379221) (← links)
• Variable annuity pricing, valuation, and risk management: a survey (Q5872568) (← links)
• Actuarial-consistency and two-step actuarial valuations: a new paradigm to insurance valuation (Q5881716) (← links)
• Risk-neutral valuation of GLWB riders in variable annuities (Q6152701) (← links)