Pages that link to "Item:Q282294"

The following pages link to Semi-static hedging of variable annuities (Q282294):

Displaying 11 items.

• Pricing and hedging defaultable participating contracts with regime switching and jump risk (Q777938) (← links)
• Optimal surrender strategies and valuations of path-dependent guarantees in variable annuities (Q1622514) (← links)
• Pricing and hedging GMWB in the Heston and in the Black-Scholes with stochastic interest rate models (Q1722758) (← links)
• Optimal surrender of guaranteed minimum maturity benefits under stochastic volatility and interest rates (Q1742704) (← links)
• Pricing variable annuity with surrender guarantee (Q2020572) (← links)
• Efficient valuation of guaranteed minimum maturity benefits in regime switching jump diffusion models with surrender risk (Q2104088) (← links)
• Semi-analytical prices for lookback and barrier options under the Heston model (Q2292063) (← links)
• Pricing and hedging guaranteed minimum withdrawal benefits under a general Lévy framework using the COS method (Q4554481) (← links)
• TAXATION OF A GMWB VARIABLE ANNUITY IN A STOCHASTIC INTEREST RATE MODEL (Q5140087) (← links)
• Impact of Flexible Periodic Premiums on Variable Annuity Guarantees (Q5379207) (← links)
• Actuarial-consistency and two-step actuarial valuations: a new paradigm to insurance valuation (Q5881716) (← links)