Pages that link to "Item:Q5379238"
From MaRDI portal
The following pages link to Variable Annuities with VIX-Linked Fee Structure under a Heston-Type Stochastic Volatility Model (Q5379238):
Displaying 19 items.
- VIX-linked fees for GMWBs via explicit solution simulation methods (Q1667404) (← links)
- Quantitative modeling of risk management strategies: stochastic reserving and hedging of variable annuity guaranteed benefits (Q1735033) (← links)
- Efficient valuation of guaranteed minimum maturity benefits in regime switching jump diffusion models with surrender risk (Q2104088) (← links)
- Valuation of annuity guarantees under a self-exciting switching jump model (Q2152249) (← links)
- Portfolio optimization with a guaranteed minimum maturity benefit and risk-adjusted fees (Q2152251) (← links)
- Levelling the playing field: a VIX-linked structure for funded pension schemes (Q2212140) (← links)
- Fees in tontines (Q2234753) (← links)
- The eigenstructure of the sample covariance matrices of high-dimensional stochastic volatility models with heavy tails (Q2325386) (← links)
- Computational technique for simulating variable-order fractional Heston model with application in US stock market (Q2418460) (← links)
- Optimal fee structure of variable annuities (Q2665877) (← links)
- Valuing guaranteed minimum accumulation benefits by a change of numéraire approach (Q2670118) (← links)
- A Markov chain approximation scheme for option pricing under skew diffusions (Q4991088) (← links)
- ON COMPLEX ECONOMIC SCENARIO GENERATORS: IS LESS MORE? (Q5019039) (← links)
- Pricing bounds and bang-bang analysis of the Polaris variable annuities (Q5215446) (← links)
- Variable annuity pricing, valuation, and risk management: a survey (Q5872568) (← links)
- Valuation of guaranteed minimum maturity benefits under mean reversion and jump models with surrender risk (Q6126076) (← links)
- Optimal VIX-linked structure for the target benefit pension plan (Q6494323) (← links)
- Insurance-finance arbitrage (Q6641072) (← links)
- Valuation of guaranteed lifelong withdrawal benefit with the long-term care option (Q6665599) (← links)
