Pages that link to "Item:Q743150"

The following pages link to Optimal surrender policy for variable annuity guarantees (Q743150):

Displaying 22 items.

• Statutory financial reporting for variable annuity guaranteed death benefits: market practice, mathematical modeling and computation (Q282266) (← links)
• Valuation of guaranteed minimum maturity benefits in variable annuities with surrender options (Q343983) (← links)
• Valuing variable annuities with guaranteed minimum lifetime withdrawal benefits (Q495479) (← links)
• Comonotonic approximations of risk measures for variable annuity guaranteed benefits with dynamic policyholder behavior (Q730548) (← links)
• Optimal surrender strategies and valuations of path-dependent guarantees in variable annuities (Q1622514) (← links)
• Optimal surrender of guaranteed minimum maturity benefits under stochastic volatility and interest rates (Q1742704) (← links)
• Pricing variable annuity with surrender guarantee (Q2020572) (← links)
• Efficient valuation of guaranteed minimum maturity benefits in regime switching jump diffusion models with surrender risk (Q2104088) (← links)
• Variable annuity with a surrender option under multiscale stochastic volatility (Q2111544) (← links)
• Valuation of guaranteed minimum maturity benefits under generalised regime-switching models using the Fourier cosine method (Q2155842) (← links)
• CTMC integral equation method for American options under stochastic local volatility models (Q2246620) (← links)
• Valuation of guaranteed unitized participating life insurance under MEGB2 distribution (Q2296606) (← links)
• Efficient valuation of a variable annuity contract with a surrender option (Q2300964) (← links)
• Optimal initiation of a GLWB in a variable annuity: no arbitrage approach (Q2513460) (← links)
• Pricing and hedging of variable annuities with state-dependent fees (Q2513614) (← links)
• Valuing guaranteed minimum accumulation benefits by a change of numéraire approach (Q2670118) (← links)
• OPTIMAL SURRENDER TIME FOR A VARIABLE ANNUITY WITH A FIXED INSURANCE FEE (Q4991385) (← links)
• STATE-DEPENDENT FEES FOR VARIABLE ANNUITY GUARANTEES (Q5214823) (← links)
• Valuation of guaranteed minimum maturity benefits under mean reversion and jump models with surrender risk (Q6126076) (← links)
• Variational inequality arising from variable annuity with mean reversion environment (Q6142192) (← links)
• Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods (Q6156163) (← links)
• Taxation and policyholder behavior: the case of guaranteed minimum accumulation benefits (Q6494328) (← links)