Pages that link to "Item:Q3005845"
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The following pages link to GUARANTEED MINIMUM WITHDRAWAL BENEFIT IN VARIABLE ANNUITIES (Q3005845):
Displaying 50 items.
- An identity of hitting times and its application to the valuation of guaranteed minimum withdrawal benefit (Q253095) (← links)
- On the choice between two delta-hedging strategies (Q272214) (← links)
- Semi-static hedging of variable annuities (Q282294) (← links)
- Closed-form solutions for guaranteed minimum accumulation and death benefits (Q303739) (← links)
- Minimum return guarantees, investment caps, and investment flexibility (Q315106) (← links)
- Iterative methods for the solution of a singular control formulation of a GMWB pricing problem (Q453330) (← links)
- Optimal life cycle portfolio choice with variable annuities offering liquidity and investment downside protection (Q492666) (← links)
- Optimal retirement income tontines (Q495455) (← links)
- Valuing variable annuities with guaranteed minimum lifetime withdrawal benefits (Q495479) (← 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)
- Illiquidity, position limits, and optimal investment for mutual funds (Q634528) (← links)
- Optimal decision for selling an illiquid stock (Q658561) (← links)
- Valuation perspectives and decompositions for variable annuities with GMWB riders (Q743168) (← links)
- A numerical scheme for the impulse control formulation for pricing variable annuities with a guaranteed minimum withdrawal benefit (GMWB) (Q937233) (← links)
- The effect of modelling parameters on the value of GMWB guarantees (Q938050) (← links)
- VIX-linked fees for GMWBs via explicit solution simulation methods (Q1667404) (← links)
- Valuation of variable long-term care annuities with guaranteed lifetime withdrawal benefits: a variance reduction approach (Q1697245) (← links)
- Quantitative modeling of risk management strategies: stochastic reserving and hedging of variable annuity guaranteed benefits (Q1735033) (← links)
- A further study of the choice between two hedging strategies -- the continuous case (Q1739336) (← links)
- An optimal stochastic control framework for determining the cost of hedging of variable annuities (Q1994570) (← links)
- Analysis of optimal dynamic withdrawal policies in withdrawal guarantee products (Q1994588) (← links)
- Application of data clustering and machine learning in variable annuity valuation (Q2015648) (← links)
- Variable annuities: market incompleteness and policyholder behavior (Q2038222) (← links)
- A flexible lattice framework for valuing options on assets paying discrete dividends and variable annuities embedding GMWB riders (Q2145706) (← links)
- Valuation of guaranteed minimum maturity benefits under generalised regime-switching models using the Fourier cosine method (Q2155842) (← links)
- Hamilton-Jacobi-Bellman quasi-variational inequality arising in an environmental problem and its numerical discretization (Q2203922) (← links)
- Valuation of variable annuities with guaranteed minimum withdrawal and death benefits via stochastic control optimization (Q2347054) (← links)
- Pricing annuity guarantees under a double regime-switching model (Q2347059) (← links)
- Impact of volatility clustering on equity indexed annuities (Q2374129) (← links)
- Valuation of variable annuities with guaranteed minimum withdrawal benefit under stochastic interest rate (Q2404547) (← links)
- A flexible tree for evaluating guaranteed minimum withdrawal benefits under deferred life annuity contracts with various provisions (Q2442519) (← links)
- Optimal consumption and allocation in variable annuities with guaranteed minimum death benefits (Q2447413) (← links)
- Optimal initiation of a GLWB in a variable annuity: no arbitrage approach (Q2513460) (← links)
- A neural network approach to efficient valuation of large portfolios of variable annuities (Q2520445) (← links)
- Pricing and hedging of guaranteed minimum benefits under regime-switching and stochastic mortality (Q2520456) (← links)
- Quadratic hedging for sequential claims with random weights in discrete time (Q2661622) (← links)
- Optimal fee structure of variable annuities (Q2665877) (← links)
- Valuing guaranteed minimum accumulation benefits by a change of numéraire approach (Q2670118) (← links)
- Weakly Chained Matrices, Policy Iteration, and Impulse Control (Q2805130) (← links)
- Valuing guaranteed withdrawal benefits with stochastic interest rates and volatility (Q2879036) (← links)
- Analytical Approximation of Variable Annuities for Small Volatility and Small Withdrawal (Q2967980) (← links)
- The Valuation of a Guaranteed Minimum Maturity Benefit under a Regime-Switching Framework (Q3385434) (← links)
- MAX–MIN OPTIMIZATION PROBLEM FOR VARIABLE ANNUITIES PRICING (Q3467598) (← links)
- Pricing and hedging guaranteed minimum withdrawal benefits under a general Lévy framework using the COS method (Q4554481) (← links)
- Risk based capital for guaranteed minimum withdrawal benefit (Q4555091) (← links)
- CALCULATING VARIABLE ANNUITY LIABILITY “GREEKS” USING MONTE CARLO SIMULATION (Q4563739) (← links)
- Regression Modeling for the Valuation of Large Variable Annuity Portfolios (Q4567959) (← links)
- A lattice-based model to evaluate variable annuities with guaranteed minimum withdrawal benefits under a regime-switching model (Q4575461) (← links)
- The valuation of GMWB variable annuities under alternative fund distributions and policyholder behaviours (Q4576977) (← links)
