Pages that link to "Item:Q659169"

The following pages link to Quantile hedging for guaranteed minimum death benefits (Q659169):

Displaying 12 items.

• Numerical solutions of quantile hedging for guaranteed minimum death benefits under a regime-switching jump-diffusion formulation (Q629561) (← links)
• Calibrating Gompertz in reverse: what is your longevity-risk-adjusted global age? (Q784405) (← links)
• Quantile hedging pension payoffs: an analysis of investment incentives (Q1689028) (← links)
• Approximation of CVaR minimization for hedging under exponential-Lévy models (Q2012597) (← links)
• Application of data clustering and machine learning in variable annuity valuation (Q2015648) (← links)
• Equity-linked guaranteed minimum death benefits with dollar cost averaging (Q2234775) (← links)
• Analytical calculation of risk measures for variable annuity guaranteed benefits (Q2447419) (← links)
• Quantile Hedging for Guaranteed Minimum Death Benefits with Regime Switching (Q4648511) (← links)
• Quantile hedging in a defaultable market with life insurance applications (Q4990512) (← links)
• VAR-BASED OPTIMAL PARTIAL HEDGING (Q5398352) (← links)
• Variable annuity pricing, valuation, and risk management: a survey (Q5872568) (← links)
• Super-replication of life-contingent options under the Black-Scholes framework (Q6639530) (← links)