Pages that link to "Item:Q903675"
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The following pages link to Pricing a guaranteed annuity option under correlated and regime-switching risk factors (Q903675):
Displaying 8 items.
- An efficient algorithm for the valuation of a guaranteed annuity option with correlated financial and mortality risks (Q1697208) (← links)
- Risk measurement of a guaranteed annuity option under a stochastic modelling framework (Q2228966) (← links)
- Annuity contract valuation under dependent risks (Q2300949) (← links)
- Bond pricing formulas for Markov-modulated affine term structure models (Q2666684) (← links)
- Valuing guaranteed minimum accumulation benefits by a change of numéraire approach (Q2670118) (← links)
- The Valuation of a Guaranteed Minimum Maturity Benefit under a Regime-Switching Framework (Q3385434) (← links)
- Pricing pension buy-outs under stochastic interest and mortality rates (Q4585941) (← links)
- Bayesian multivariate regime-switching models and the impact of correlation structure misspecification in variable annuity pricing (Q5217905) (← links)
