Pages that link to "Item:Q4562946"
From MaRDI portal
The following pages link to LOCAL HEDGING OF VARIABLE ANNUITIES IN THE PRESENCE OF BASIS RISK (Q4562946):
Displayed 11 items.
- Variable annuities: market incompleteness and policyholder behavior (Q2038222) (← links)
- Option pricing in regime-switching frameworks with the extended Girsanov principle (Q2038228) (← links)
- Deep hedging of long-term financial derivatives (Q2038257) (← links)
- Option pricing under regime-switching models: novel approaches removing path-dependence (Q2421406) (← links)
- Utilitarian versus neutralitarian design of endowment fund policies (Q5042788) (← links)
- A MIXED BOND AND EQUITY FUND MODEL FOR THE VALUATION OF VARIABLE ANNUITIES (Q5157766) (← links)
- THE EFFECT OF THE ASSUMED INTEREST RATE AND SMOOTHING ON VARIABLE ANNUITIES (Q5213442) (← links)
- Variable annuity pricing, valuation, and risk management: a survey (Q5872568) (← links)
- Option pricing under stochastic volatility models with latent volatility (Q6053121) (← links)
- Risk allocation through shapley decompositions, with applications to variable annuities (Q6174080) (← links)
- Valuing Lifetime Withdrawal Guarantees in RILAs (Q6192617) (← links)