Pages that link to "Item:Q2518533"

The following pages link to The design of equity-indexed annuities (Q2518533):

Displaying 24 items.

• Minimum return guarantees, investment caps, and investment flexibility (Q315106) (← links)
• Equity-linked pension schemes with guarantees (Q654835) (← links)
• On the optimal design of insurance contracts with guarantees (Q659256) (← links)
• Valuation of equity-indexed annuity under stochastic mortality and interest rate (Q661223) (← links)
• On the regulator-insurer interaction in a structural model (Q732093) (← links)
• The benefit of life insurance contracts with capped index participation when stock prices are subject to jump risk (Q1627633) (← links)
• Moment matching machine learning methods for risk management of large variable annuity portfolios (Q1657175) (← links)
• Gram-Charlier processes and applications to option pricing (Q1658066) (← links)
• Pricing of equity indexed annuity under fractional Brownian motion model (Q1723974) (← links)
• Valuation of cliquet-style guarantees with death benefits (Q2083377) (← links)
• Pricing EIA with cliquet-style guarantees under time-changed Lévy models by frame duality projection (Q2219586) (← links)
• A dimension-reduction algorithm for the valuation of surrender options in EIA contracts with stochastic interest rates (Q2229798) (← links)
• Risk-minimizing hedging strategy for an equity-indexed annuity under a regime switching model (Q2343569) (← links)
• Valuation of large variable annuity portfolios under nested simulation: a functional data approach (Q2347065) (← links)
• Equity-linked annuity pricing with cliquet-style guarantees in regime-switching and stochastic volatility models with jumps (Q2397852) (← links)
• Pricing range notes within Wishart affine models (Q2513635) (← links)
• A neural network approach to efficient valuation of large portfolios of variable annuities (Q2520445) (← links)
• AN EXPLICIT OPTION-BASED STRATEGY THAT OUTPERFORMS DOLLAR COST AVERAGING (Q2882689) (← links)
• Valuation of Equity-indexed Annuities with Stochastic Interest Rate and Jump Diffusion (Q2921838) (← links)
• Improving the Design of Financial Products in a Multidimensional Black-Scholes Market (Q3005355) (← links)
• Real-Time Valuation of Large Variable Annuity Portfolios: A Green Mesh Approach (Q3385433) (← links)
• A Note on the Suboptimality of Path-Dependent Pay-Offs in Lévy Markets (Q3652700) (← links)
• Pricing and hedging equity-indexed annuities via local risk-minimization (Q5078428) (← links)
• Pricing ratchet equity index annuity with mortality risk by complex Fourier series method (Q6049332) (← links)