Pages that link to "Item:Q2994846"

The following pages link to Regression-based algorithms for life insurance contracts with surrender guarantees (Q2994846):

Displaying 21 items.

• Closed-form solutions for guaranteed minimum accumulation and death benefits (Q303739) (← links)
• Minimum return guarantees, investment caps, and investment flexibility (Q315106) (← links)
• Statistical emulators for pricing and hedging longevity risk products (Q320257) (← links)
• Equity-linked pension schemes with guarantees (Q654835) (← links)
• Evaluating fair premiums of equity-linked policies with surrender option in a bivariate model (Q659140) (← links)
• Pricing life insurance contracts with early exercise features (Q732096) (← links)
• Optimal surrender policy for variable annuity guarantees (Q743150) (← links)
• Early default risk and surrender risk: impacts on participating life insurance policies (Q1697211) (← links)
• Surrender contagion in life insurance (Q2103054) (← links)
• Variable annuities with a threshold fee: valuation, numerical implementation and comparative static analysis (Q2331000) (← links)
• The difference between LSMC and replicating portfolio in insurance liability modeling (Q2356640) (← links)
• Inside the Solvency 2 black box: net asset values and solvency capital requirements with a least-squares Monte-Carlo approach (Q2374093) (← links)
• Fourier based methods for the management of complex life insurance products (Q2665862) (← links)
• The effect of policyholders’ rationality on unit-linked life insurance contracts with surrender guarantees (Q2879031) (← links)
• Refining the least squares Monte Carlo method by imposing structure (Q2879045) (← links)
• MAX–MIN OPTIMIZATION PROBLEM FOR VARIABLE ANNUITIES PRICING (Q3467598) (← links)
• A Comparison Between Different Numerical Schemes for the Valuation of Unit-Linked Contracts Embedding a Surrender Option (Q4561898) (← links)
• A bivariate model for evaluating equity-linked policies with surrender option (Q4576967) (← links)
• Regression-based Monte Carlo methods for stochastic control models: variable annuities with lifelong guarantees (Q5001178) (← links)
• Time-consistent and market-consistent actuarial valuation of the participating pension contract (Q5003351) (← links)
• Impact of rough stochastic volatility models on long-term life insurance pricing (Q6173889) (← links)