Pages that link to "Item:Q1381463"
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The following pages link to Reserving for maturity guarantees: Two approaches (Q1381463):
Displayed 23 items.
- Evaluating the performance of Gompertz, Makeham and Lee-Carter mortality models for risk management with unit-linked contracts (Q860503) (← links)
- Valuation of the interest rate guarantee embedded in defined contribution pension plans (Q931175) (← links)
- Evaluation of insurance products with guarantee in incomplete markets (Q939370) (← links)
- An object-oriented framework for valuing shout options on high-performance computer architectures (Q951351) (← links)
- Asset management and surplus distribution strategies in life insurance: An examination with respect to risk pricing and risk measurement (Q998303) (← links)
- Reserving for maturity guarantees: Two approaches (Q1381463) (← links)
- Valuation of segregated funds: shout options with maturity extensions. (Q1413278) (← links)
- Pricing and hedging guaranteed annuity options via static option replication. (Q1423359) (← links)
- Pricing rate of return guarantees in a Heath-Jarrow-Morton framework (Q1974032) (← links)
- A synthesis of risk measures for capital adequacy (Q1974035) (← links)
- Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies (Q1974042) (← links)
- Asset and liability modelling for participating policies with guarantees (Q2462133) (← links)
- Hedging guarantees in variable annuities under both equity and interest rate risks (Q2492169) (← links)
- Return smoothing mechanisms in life and pension insurance: path-dependent contingent claims (Q2492170) (← links)
- Risk measure and fair valuation of an investment guarantee in life insurance (Q2581782) (← links)
- EFFICIENT HEDGING AND PRICING OF EQUITY-LINKED LIFE INSURANCE CONTRACTS ON SEVERAL RISKY ASSETS (Q3520341) (← links)
- On pricing and reserving with-profits life insurance contracts (Q4551193) (← links)
- Efficient Hedging and Pricing of Life Insurance Policies in a Jump-Diffusion Model (Q5707909) (← links)
- Understanding the Behavior and Hedging of Segregated Funds Offering the Reset Feature (Q5715864) (← links)
- Hedging and Reserving for Single-Premium Segregated Fund Contracts (Q5718088) (← links)
- Dynamic Fund Protection (Q5718218) (← links)
- Application of Coherent Risk Measures to Capital Requirements in Insurance (Q5718353) (← links)
- The reset decision for segregated fund maturity guarantees (Q5956049) (← links)