Pages that link to "Item:Q5715938"

The following pages link to Valuation of Equity-Indexed Annuities Under Stochastic Interest Rates (Q5715938):

Displaying 42 items.

• Statistical emulators for pricing and hedging longevity risk products (Q320257) (← links)
• Applications of central limit theorems for equity-linked insurance (Q343984) (← links)
• Optimal surrender strategies for equity-indexed annuity investors with partial information (Q449377) (← links)
• Pricing guaranteed minimum/lifetime withdrawal benefits with various provisions under investment, interest rate and mortality risks (Q495504) (← links)
• Cliquet-style return guarantees in a regime switching Lévy model (Q506080) (← links)
• Pricing equity-indexed annuities under stochastic interest rates using copulas (Q609713) (← links)
• Is the home equity conversion mortgage in the United States sustainable? Evidence from pricing mortgage insurance premiums and non-recourse provisions using the conditional Esscher transform (Q659238) (← links)
• Valuation of equity-indexed annuity under stochastic mortality and interest rate (Q661223) (← links)
• A hidden Markov regime-switching model for option valuation (Q661263) (← links)
• Optimal surrender strategies for equity-indexed annuity investors (Q1003810) (← links)
• Gram-Charlier processes and applications to option pricing (Q1658066) (← links)
• Pricing of equity indexed annuity under fractional Brownian motion model (Q1723974) (← links)
• Equity-linked products: evaluation of the dynamic hedging errors under stochastic mortality (Q1936470) (← links)
• Valuation of equity-indexed annuities under correlated jump-diffusion processes (Q2029647) (← links)
• A flexible lattice framework for valuing options on assets paying discrete dividends and variable annuities embedding GMWB riders (Q2145706) (← links)
• Valuation of annuity guarantees under a self-exciting switching jump model (Q2152249) (← links)
• A dimension-reduction algorithm for the valuation of surrender options in EIA contracts with stochastic interest rates (Q2229798) (← links)
• Risk-minimizing hedging strategy for an equity-indexed annuity under a regime switching model (Q2343569) (← links)
• Pricing annuity guarantees under a double regime-switching model (Q2347059) (← links)
• Impact of volatility clustering on equity indexed annuities (Q2374129) (← links)
• Equity-linked annuity pricing with cliquet-style guarantees in regime-switching and stochastic volatility models with jumps (Q2397852) (← links)
• Discrete-time local risk minimization of payment processes and applications to equity-linked life-insurance contracts (Q2427802) (← links)
• A comonotonicity-based valuation method for guaranteed annuity options (Q2448346) (← links)
• Pricing of Ratchet equity-indexed annuities under stochastic interest rates (Q2463567) (← links)
• Hedging guarantees in variable annuities under both equity and interest rate risks (Q2492169) (← links)
• Fourier based methods for the management of complex life insurance products (Q2665862) (← links)
• Multiscale stochastic elasticity of variance for options and equity linked annuity; a Mellin transform approach (Q2666525) (← 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)
• Valuation of Equity-Linked Insurance and Annuity Products with Binomial Models (Q5018739) (← links)
• Pricing Annuity Guarantees Under a Regime-Switching Model (Q5029071) (← links)
• Valuation of contingent claims with stochastic interest rate and mortality driven by Lévy processes (Q5077430) (← links)
• Pricing and hedging equity-indexed annuities via local risk-minimization (Q5078428) (← links)
• EFFICIENT DYNAMIC HEDGING FOR LARGE VARIABLE ANNUITY PORTFOLIOS WITH MULTIPLE UNDERLYING ASSETS (Q5140085) (← links)
• Lookback option pricing using the Fourier transform B-spline method (Q5245351) (← links)
• Mitigating Interest Rate Risk in Variable Annuities: An Analysis of Hedging Effectiveness under Model Risk (Q5379240) (← links)
• USING MODEL-INDEPENDENT LOWER BOUNDS TO IMPROVE PRICING OF ASIAN STYLE OPTIONS IN LÉVY MARKETS (Q5419642) (← links)
• Optimal Design of a Perpetual Equity-Indexed Annuity (Q5716008) (← links)
• Pricing Ratchet Equity-Indexed Annuities with Early Surrender Risk in a CIR++ Model (Q5742647) (← links)
• Developing Equity Release Markets: Risk Analysis for Reverse Mortgages and Home Reversions (Q5742671) (← links)
• Pricing ratchet equity index annuity with mortality risk by complex Fourier series method (Q6049332) (← links)
• Analyzing the interest rate risk of equity-indexed annuities via scenario matrices (Q6152703) (← links)