Pages that link to "Item:Q4991063"

The following pages link to Variable annuities in a Lévy-based hybrid model with surrender risk (Q4991063):

Displaying 9 items.

• Pricing variable annuity with surrender guarantee (Q2020572) (← links)
• Valuation of guaranteed minimum maturity benefits under generalised regime-switching models using the Fourier cosine method (Q2155842) (← links)
• Equity-linked guaranteed minimum death benefits with dollar cost averaging (Q2234775) (← links)
• Fourier based methods for the management of complex life insurance products (Q2665862) (← links)
• Valuation of guaranteed minimum maturity benefits under mean reversion and jump models with surrender risk (Q6126076) (← links)
• Variable annuities valuation under a mixed fractional Brownian motion environment with jumps considering mortality risk (Q6580760) (← links)
• Efficient valuation of variable annuities under regime-switching jump diffusion models with surrender risk and mortality risk (Q6591005) (← links)
• Insurance-finance arbitrage (Q6641072) (← links)
• The bilateral Gamma motion: calibration and option pricing (Q6643155) (← links)