The following pages link to Guaranteed Annuity Options (Q4661677):
Displayed 36 items.
- Valuation of guaranteed annuity options using a stochastic volatility model for equity prices (Q661249) (← links)
- Valuation of contingent claims with mortality and interest rate risks (Q732668) (← links)
- Pricing a guaranteed annuity option under correlated and regime-switching risk factors (Q903675) (← links)
- Valuation of guaranteed annuity conversion options. (Q1413340) (← links)
- Pricing and hedging guaranteed annuity options via static option replication. (Q1423359) (← links)
- A note on utility based pricing and asymptotic risk diversification (Q1938975) (← links)
- Pricing variable annuity guarantees in a local volatility framework (Q2015631) (← links)
- Risk measurement of a guaranteed annuity option under a stochastic modelling framework (Q2228966) (← links)
- Valuation of mortality risk via the instantaneous Sharpe ratio: applications to life annuities (Q2271661) (← links)
- The role of the dependence between mortality and interest rates when pricing guaranteed annuity options (Q2374113) (← links)
- A subordinated Markov model for stochastic mortality (Q2391941) (← links)
- A flexible tree for evaluating guaranteed minimum withdrawal benefits under deferred life annuity contracts with various provisions (Q2442519) (← links)
- Pricing European options on deferred annuities (Q2442531) (← links)
- A comonotonicity-based valuation method for guaranteed annuity options (Q2448346) (← links)
- Affine stochastic mortality (Q2507942) (← links)
- The fair valuation problem of guaranteed annuity options: the stochastic mortality environment case (Q2507952) (← links)
- Optimal initiation of a GLWB in a variable annuity: no arbitrage approach (Q2513460) (← links)
- A generalized pricing framework addressing correlated mortality and interest risks: a change of probability measure approach (Q2812013) (← links)
- Pricing Asian Options and Equity-Indexed Annuities with Regime Switching by the Trinomial Tree Method (Q3088977) (← links)
- The fair value of guaranteed annuity options (Q3440844) (← links)
- Valuation of an early exercise defined benefit underpin hybrid pension (Q4562050) (← links)
- DYNAMIC HEDGING STRATEGIES FOR CASH BALANCE PENSION PLANS (Q4691254) (← links)
- Pricing Annuity Guarantees Under a Regime-Switching Model (Q5029071) (← links)
- A Large-Scale Optimization Model for Replicating Portfolios in the Life Insurance Industry (Q5031612) (← links)
- LESS-EXPENSIVE VALUATION AND RESERVING OF LONG-DATED VARIABLE ANNUITIES WHEN INTEREST RATES AND MORTALITY RATES ARE STOCHASTIC (Q5119562) (← links)
- EFFICIENT DYNAMIC HEDGING FOR LARGE VARIABLE ANNUITY PORTFOLIOS WITH MULTIPLE UNDERLYING ASSETS (Q5140085) (← links)
- STATE-DEPENDENT FEES FOR VARIABLE ANNUITY GUARANTEES (Q5214823) (← links)
- VALUATION OF GUARANTEED ANNUITY OPTIONS IN AFFINE TERM STRUCTURE MODELS (Q5292284) (← links)
- Market-Consistent Valuation and Funding of Cash Balance Pensions (Q5379119) (← links)
- Evaluating the Technical Provisions for Traditional Brazilian Annuity Plans: Continuous-Time Stochastic Approach Based on Solvency Principles (Q5379203) (← links)
- Impact of Flexible Periodic Premiums on Variable Annuity Guarantees (Q5379207) (← links)
- Policyholder Exercise Behavior in Life Insurance: The State of Affairs (Q5379239) (← links)
- On accounting standards and fair valuation of life insurance and pension liabilities (Q5467666) (← links)
- Annuity Uncertainty with Stochastic Mortality and Interest Rates (Q5742640) (← links)
- Variable annuity pricing, valuation, and risk management: a survey (Q5872568) (← links)
- Hedging longevity risk in defined contribution pension schemes (Q6088770) (← links)