Pages that link to "Item:Q5745191"

The following pages link to FOURIER SPACE TIME-STEPPING ALGORITHM FOR VALUING GUARANTEED MINIMUM WITHDRAWAL BENEFITS IN VARIABLE ANNUITIES UNDER REGIME-SWITCHING AND STOCHASTIC MORTALITY (Q5745191):

Displayed 9 items.

• Pricing and hedging GMWB in the Heston and in the Black-Scholes with stochastic interest rate models (Q1722758) ‎ (← links)
• Variable annuities: market incompleteness and policyholder behavior (Q2038222) ‎ (← links)
• Longevity risk and capital markets: the 2019--20 update (Q2038265) ‎ (← links)
• Valuation of guaranteed minimum maturity benefits under generalised regime-switching models using the Fourier cosine method (Q2155842) ‎ (← links)
• Finite-horizon general insolvency risk measures in a regime-switching Sparre Andersen model (Q2218860) ‎ (← links)
• Equity-linked guaranteed minimum death benefits with dollar cost averaging (Q2234775) ‎ (← links)
• Option pricing under regime-switching models: novel approaches removing path-dependence (Q2421406) ‎ (← links)
• Valuation of general GMWB annuities in a low interest rate environment (Q6072272) ‎ (← links)
• Valuation and optimal surrender of variable annuities with guaranteed minimum benefits and periodic fees (Q6169661) ‎ (← links)