Pages that link to "Item:Q5715916"

The following pages link to Pricing Guaranteed Life Insurance Participating Policies with Annual Premiums and Surrender Option (Q5715916):

Displaying 31 items.

• Semi-static hedging of variable annuities (Q282294) (← links)
• Valuation of guaranteed minimum maturity benefits in variable annuities with surrender options (Q343983) (← links)
• Valuing the profit share in participating pure-endowment policies with return of premiums (Q487583) (← links)
• Intensity-based framework for surrender modeling in life insurance (Q506089) (← links)
• A joint valuation of premium payment and surrender options in participating life insurance contracts (Q654843) (← links)
• Pricing life insurance contracts with early exercise features (Q732096) (← links)
• Optimal surrender policy for variable annuity guarantees (Q743150) (← links)
• Pricing and hedging defaultable participating contracts with regime switching and jump risk (Q777938) (← links)
• The effect of management discretion on hedging and fair valuation of participating policies with maturity guarantees (Q882468) (← links)
• A general asset-liability management model for the efficient simulation of portfolios of life insurance policies (Q998287) (← links)
• Asset management and surplus distribution strategies in life insurance: An examination with respect to risk pricing and risk measurement (Q998303) (← links)
• Efficient deterministic numerical simulation of stochastic asset-liability management models in life insurance (Q1023106) (← links)
• Early default risk and surrender risk: impacts on participating life insurance policies (Q1697211) (← links)
• Optimal surrender of guaranteed minimum maturity benefits under stochastic volatility and interest rates (Q1742704) (← links)
• Pricing participating products with Markov-modulated jump-diffusion process: an efficient numerical PIDE approach (Q2015638) (← links)
• Application of data clustering and machine learning in variable annuity valuation (Q2015648) (← links)
• Surrender contagion in life insurance (Q2103054) (← links)
• A dimension-reduction algorithm for the valuation of surrender options in EIA contracts with stochastic interest rates (Q2229798) (← links)
• Valuation of guaranteed unitized participating life insurance under MEGB2 distribution (Q2296606) (← links)
• A Lévy process-based framework for the fair valuation of participating life insurance contracts (Q2581775) (← links)
• Endogenous model of surrender conditions in equity-linked life insurance (Q2581780) (← links)
• Risk measure and fair valuation of an investment guarantee in life insurance (Q2581782) (← links)
• The effect of policyholders’ rationality on unit-linked life insurance contracts with surrender guarantees (Q2879031) (← links)
• Valuation of equity-linked life insurance contracts with surrender guarantees in a regime-switching rational expectation model (Q2879033) (← links)
• Regression-based algorithms for life insurance contracts with surrender guarantees (Q2994846) (← links)
• ON SURRENDER AND DEFAULT RISKS (Q4906517) (← links)
• Time-consistent and market-consistent actuarial valuation of the participating pension contract (Q5003351) (← links)
• Valuation of Equity-Linked Insurance and Annuity Products with Binomial Models (Q5018739) (← links)
• APPLYING ECONOMIC MEASURES TO LAPSE RISK MANAGEMENT WITH MACHINE LEARNING APPROACHES (Q5019041) (← links)
• Life insurance surrender and liquidity risks (Q5079368) (← links)
• PRICING PARTICIPATING POLICIES WITH RATE GUARANTEES (Q5483503) (← links)