Pages that link to "Item:Q343983"
From MaRDI portal
The following pages link to Valuation of guaranteed minimum maturity benefits in variable annuities with surrender options (Q343983):
Displayed 19 items.
- 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)
- Portfolio optimization with a guaranteed minimum maturity benefit and risk-adjusted fees (Q2152251) (← links)
- Valuation of guaranteed minimum maturity benefits under generalised regime-switching models using the Fourier cosine method (Q2155842) (← links)
- Efficient valuation of a variable annuity contract with a surrender option (Q2300964) (← links)
- Real-Time Valuation of Large Variable Annuity Portfolios: A Green Mesh Approach (Q3385433) (← links)
- OPTIMAL SURRENDER TIME FOR A VARIABLE ANNUITY WITH A FIXED INSURANCE FEE (Q4991385) (← links)
- Analysis of VIX-linked fee incentives in variable annuities via continuous-time Markov chain approximation (Q6053120) (← links)
- Pricing equity-linked guaranteed minimum death benefits with surrender risk by complex Fourier series expansion method (Q6058844) (← links)
- Hedging longevity risk in defined contribution pension schemes (Q6088770) (← links)
- Valuing variable annuities with path-dependent surrender guarantees under regime-switching Lévy models (Q6098033) (← links)
- Valuation of guaranteed minimum maturity benefits under mean reversion and jump models with surrender risk (Q6126076) (← links)
- Valuation of variable annuities with guaranteed minimum maturity benefits and periodic fees (Q6127099) (← 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)
- Valuation and optimal surrender of variable annuities with guaranteed minimum benefits and periodic fees (Q6169661) (← links)