Pages that link to "Item:Q4563742"
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The following pages link to VALUING EQUITY-LINKED DEATH BENEFITS IN A REGIME-SWITCHING FRAMEWORK (Q4563742):
Displayed 32 items.
- Closed-form solutions for guaranteed minimum accumulation and death benefits (Q303739) (← links)
- Pricing and hedging defaultable participating contracts with regime switching and jump risk (Q777938) (← links)
- Pricing dynamic fund protections with regime switching (Q896790) (← links)
- Option pricing in regime-switching frameworks with the extended Girsanov principle (Q2038228) (← links)
- Pricing some life-contingent lookback options under regime-switching Lévy models (Q2075983) (← links)
- Valuation of cliquet-style guarantees with death benefits (Q2083377) (← links)
- Valuation of a DB underpin hybrid pension under a regime-switching Lévy model (Q2088855) (← links)
- Valuing equity-linked death benefits with a threshold expense structure under a regime-switching Lévy model (Q2097450) (← links)
- Efficient valuation of guaranteed minimum maturity benefits in regime switching jump diffusion models with surrender risk (Q2104088) (← links)
- Equity-linked guaranteed minimum death benefits with dollar cost averaging (Q2234775) (← links)
- Pricing equity-linked death benefits by complex Fourier series expansion in a regime-switching jump diffusion model (Q2242652) (← links)
- Pricing dynamic fund protection under a regime-switching jump-diffusion model with stochastic protection level (Q2244233) (← links)
- Valuing equity-linked death benefits in general exponential Lévy models (Q2332688) (← links)
- Impact of volatility clustering on equity indexed annuities (Q2374129) (← links)
- Option pricing under regime-switching models: novel approaches removing path-dependence (Q2421406) (← links)
- Valuing guaranteed equity-linked contracts by Laguerre series expansion (Q2424940) (← links)
- Valuing guaranteed equity-linked contracts under piecewise constant forces of mortality (Q2520443) (← links)
- First passage problems of refracted jump diffusion processes and their applications in valuing equity-linked death benefits (Q2673386) (← links)
- ROBUST STABILITY, STABILISATION AND H-INFINITY CONTROL FOR PREMIUM-RESERVE MODELS IN A MARKOVIAN REGIME SWITCHING DISCRETE-TIME FRAMEWORK (Q4563783) (← links)
- Pricing dynamic fund protections for a hyperexponential jump diffusion process (Q4638697) (← links)
- Analytic valuation of GMDB options with utility based asset allocation (Q5042792) (← links)
- The pricing of defaultable bonds under a regime-switching jump-diffusion model with stochastic default barrier (Q5078105) (← links)
- FIRST PASSAGE TIME UNDER A REGIME-SWITCHING JUMP-DIFFUSION MODEL AND ITS APPLICATION IN THE VALUATION OF PARTICIPATING CONTRACTS (Q5242416) (← links)
- Pricing equity-linked guaranteed minimum death benefits with surrender risk by complex Fourier series expansion method (Q6058844) (← links)
- Valuing variable annuities with path-dependent surrender guarantees under regime-switching Lévy models (Q6098033) (← links)
- A uniformisation-driven algorithm for inference-related estimation of a phase-type ageing model (Q6099546) (← links)
- Valuation of variable annuities with guaranteed minimum maturity benefits and periodic fees (Q6127099) (← links)
- An overview of exact solution methods for guaranteed minimum death benefit options in variable annuities (Q6130855) (← links)
- Valuing equity-linked guaranteed minimum death benefits with \textit{European}-style \textit{Asian} payoffs under a regime switching jump-diffusion model (Q6144094) (← links)
- Randomization and the valuation of guaranteed minimum death benefits (Q6167872) (← links)
- Valuation and optimal surrender of variable annuities with guaranteed minimum benefits and periodic fees (Q6169661) (← links)
- Valuation of variable annuities under stochastic volatility and stochastic jump intensity (Q6169665) (← links)