Pages that link to "Item:Q343984"
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The following pages link to Applications of central limit theorems for equity-linked insurance (Q343984):
Displayed 10 items.
- Valuation of large variable annuity portfolios: Monte Carlo simulation and synthetic datasets (Q140173) (← links)
- Comonotonic approximations of risk measures for variable annuity guaranteed benefits with dynamic policyholder behavior (Q730548) (← links)
- Quantitative modeling of risk management strategies: stochastic reserving and hedging of variable annuity guaranteed benefits (Q1735033) (← links)
- A tail measure with variable risk tolerance: application in dynamic portfolio insurance strategy (Q2152243) (← links)
- Affordable and adequate annuities with stable payouts: fantasy or reality? (Q2415961) (← links)
- A dynamic equivalence principle for systematic longevity risk management (Q2415975) (← links)
- Risk based capital for guaranteed minimum withdrawal benefit (Q4555091) (← links)
- Pricing bounds and bang-bang analysis of the Polaris variable annuities (Q5215446) (← links)
- Variable Annuities with VIX-Linked Fee Structure under a Heston-Type Stochastic Volatility Model (Q5379238) (← links)
- Variable annuity pricing, valuation, and risk management: a survey (Q5872568) (← links)