Pages that link to "Item:Q4562946"

The following pages link to LOCAL HEDGING OF VARIABLE ANNUITIES IN THE PRESENCE OF BASIS RISK (Q4562946):

Displaying 10 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)
• Risk allocation through shapley decompositions, with applications to variable annuities (Q6174080) (← links)
• Economic Representative Scenarios for Variable Annuity Dynamic Hedging of GMMB and GMDB (Q6549255) (← links)