Pages that link to "Item:Q4563742"

The following pages link to VALUING EQUITY-LINKED DEATH BENEFITS IN A REGIME-SWITCHING FRAMEWORK (Q4563742):

Displayed 30 items.

• Closed-form solutions for guaranteed minimum accumulation and death benefits (Q303739) ‎ (← links)
• Pricing and hedging defaultable participating contracts with regime switching and jump risk (Q777938) ‎ (← links)
• Pricing dynamic fund protections with regime switching (Q896790) ‎ (← links)
• Option pricing in regime-switching frameworks with the extended Girsanov principle (Q2038228) ‎ (← links)
• Pricing some life-contingent lookback options under regime-switching Lévy models (Q2075983) ‎ (← links)
• Valuation of cliquet-style guarantees with death benefits (Q2083377) ‎ (← links)
• Valuation of a DB underpin hybrid pension under a regime-switching Lévy model (Q2088855) ‎ (← links)
• Valuing equity-linked death benefits with a threshold expense structure under a regime-switching Lévy model (Q2097450) ‎ (← links)
• Efficient valuation of guaranteed minimum maturity benefits in regime switching jump diffusion models with surrender risk (Q2104088) ‎ (← links)
• Equity-linked guaranteed minimum death benefits with dollar cost averaging (Q2234775) ‎ (← links)
• Pricing equity-linked death benefits by complex Fourier series expansion in a regime-switching jump diffusion model (Q2242652) ‎ (← links)
• Pricing dynamic fund protection under a regime-switching jump-diffusion model with stochastic protection level (Q2244233) ‎ (← links)
• Valuing equity-linked death benefits in general exponential Lévy models (Q2332688) ‎ (← links)
• Impact of volatility clustering on equity indexed annuities (Q2374129) ‎ (← links)
• Option pricing under regime-switching models: novel approaches removing path-dependence (Q2421406) ‎ (← links)
• Valuing guaranteed equity-linked contracts by Laguerre series expansion (Q2424940) ‎ (← links)
• Valuing guaranteed equity-linked contracts under piecewise constant forces of mortality (Q2520443) ‎ (← links)
• First passage problems of refracted jump diffusion processes and their applications in valuing equity-linked death benefits (Q2673386) ‎ (← links)
• ROBUST STABILITY, STABILISATION AND H-INFINITY CONTROL FOR PREMIUM-RESERVE MODELS IN A MARKOVIAN REGIME SWITCHING DISCRETE-TIME FRAMEWORK (Q4563783) ‎ (← links)
• Pricing dynamic fund protections for a hyperexponential jump diffusion process (Q4638697) ‎ (← links)
• Analytic valuation of GMDB options with utility based asset allocation (Q5042792) ‎ (← links)
• The pricing of defaultable bonds under a regime-switching jump-diffusion model with stochastic default barrier (Q5078105) ‎ (← links)
• FIRST PASSAGE TIME UNDER A REGIME-SWITCHING JUMP-DIFFUSION MODEL AND ITS APPLICATION IN THE VALUATION OF PARTICIPATING CONTRACTS (Q5242416) ‎ (← links)
• Pricing equity-linked guaranteed minimum death benefits with surrender risk by complex Fourier series expansion method (Q6058844) ‎ (← links)
• Valuing variable annuities with path-dependent surrender guarantees under regime-switching Lévy models (Q6098033) ‎ (← links)
• A uniformisation-driven algorithm for inference-related estimation of a phase-type ageing model (Q6099546) ‎ (← links)
• Valuing equity-linked guaranteed minimum death benefits with \textit{European}-style \textit{Asian} payoffs under a regime switching jump-diffusion model (Q6144094) ‎ (← links)
• Randomization and the valuation of guaranteed minimum death benefits (Q6167872) ‎ (← links)
• Valuation and optimal surrender of variable annuities with guaranteed minimum benefits and periodic fees (Q6169661) ‎ (← links)
• Valuation of variable annuities under stochastic volatility and stochastic jump intensity (Q6169665) ‎ (← links)