Pages that link to "Item:Q506080"
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The following pages link to Cliquet-style return guarantees in a regime switching Lévy model (Q506080):
Displaying 13 items.
- Pricing and hedging defaultable participating contracts with regime switching and jump risk (Q777938) (← links)
- The benefit of life insurance contracts with capped index participation when stock prices are subject to jump risk (Q1627633) (← links)
- Valuation of cliquet-style guarantees with death benefits (Q2083377) (← links)
- Pricing EIA with cliquet-style guarantees under time-changed Lévy models by frame duality projection (Q2219586) (← links)
- Equity-linked annuity pricing with cliquet-style guarantees in regime-switching and stochastic volatility models with jumps (Q2397852) (← links)
- Cliquet option pricing in a jump-diffusion Lévy model (Q2414852) (← links)
- Fair valuation of cliquet-style return guarantees in (homogeneous and) heterogeneous life insurance portfolios (Q5228140) (← links)
- FIRST PASSAGE TIME UNDER A REGIME-SWITCHING JUMP-DIFFUSION MODEL AND ITS APPLICATION IN THE VALUATION OF PARTICIPATING CONTRACTS (Q5242416) (← links)
- Mixed participating and unit-linked life insurance contracts: design, pricing and optimal strategy (Q5865322) (← links)
- Valuing equity-linked guaranteed minimum death benefits with \textit{European}-style \textit{Asian} payoffs under a regime switching jump-diffusion model (Q6144094) (← links)
- European option pricing with market frictions, regime switches and model uncertainty (Q6152695) (← links)
- Analyzing the interest rate risk of equity-indexed annuities via scenario matrices (Q6152703) (← links)
- Randomization and the valuation of guaranteed minimum death benefits (Q6167872) (← links)
