The following pages link to (Q5480304):
Displayed 50 items.
- Valuation of large variable annuity portfolios: Monte Carlo simulation and synthetic datasets (Q140173) (← links)
- On the price of risk of the underlying Markov chain in a regime-switching exponential Lévy model (Q267876) (← links)
- On the choice between two delta-hedging strategies (Q272214) (← links)
- Statutory financial reporting for variable annuity guaranteed death benefits: market practice, mathematical modeling and computation (Q282266) (← links)
- Semi-static hedging of variable annuities (Q282294) (← links)
- A robust asset-liability management framework for investment products with guarantees (Q331783) (← links)
- Return distributions of equity-linked retirement plans under jump and interest rate risk (Q362051) (← links)
- Pricing maturity guarantee under a refracted Brownian motion (Q384225) (← links)
- Optimal surrender strategies for equity-indexed annuity investors with partial information (Q449377) (← links)
- Mortality modelling with regime-switching for the valuation of a guaranteed annuity option (Q492634) (← links)
- Optimal life cycle portfolio choice with variable annuities offering liquidity and investment downside protection (Q492666) (← links)
- Convergence rate of regime-switching trees (Q515751) (← links)
- Pricing equity-indexed annuities under stochastic interest rates using copulas (Q609713) (← links)
- Valuing variable annuity guarantees with the multivariate Esscher transform (Q654817) (← links)
- Accounting for regime and parameter uncertainty in regime-switching models (Q654823) (← links)
- Equity-linked pension schemes with guarantees (Q654835) (← links)
- A benchmarking approach to optimal asset allocation for insurers and pension funds (Q659228) (← links)
- On the optimal design of insurance contracts with guarantees (Q659256) (← links)
- Valuation of equity-indexed annuity under stochastic mortality and interest rate (Q661223) (← links)
- Comonotonic approximations of risk measures for variable annuity guaranteed benefits with dynamic policyholder behavior (Q730548) (← links)
- Optimal surrender policy for variable annuity guarantees (Q743150) (← links)
- Pricing guaranteed minimum death benefit contracts under the phase-type law of mortality (Q748243) (← links)
- Optimal stopping behavior of equity-linked investment products with regime switching (Q817296) (← links)
- Temporal aggregation of equity return time-series models (Q929677) (← links)
- Loss analysis of a life insurance company applying discrete-time risk-minimizing hedging strategies (Q931193) (← links)
- Valuation of life insurance products under stochastic interest rates (Q939351) (← links)
- Pricing exotic options under regime switching (Q995503) (← links)
- Optimal surrender strategies for equity-indexed annuity investors (Q1003810) (← links)
- A capital allocation based on a solvency exchange option (Q1023096) (← links)
- On modelling long term stock returns with ergodic diffusion processes: arbitrage and arbitrage-free specifications (Q1039919) (← links)
- Gram-Charlier processes and applications to option pricing (Q1658066) (← links)
- VIX-linked fees for GMWBs via explicit solution simulation methods (Q1667404) (← links)
- An efficient algorithm for the valuation of a guaranteed annuity option with correlated financial and mortality risks (Q1697208) (← links)
- Pricing of equity indexed annuity under fractional Brownian motion model (Q1723974) (← links)
- Quantitative modeling of risk management strategies: stochastic reserving and hedging of variable annuity guaranteed benefits (Q1735033) (← links)
- Equity-linked products: evaluation of the dynamic hedging errors under stochastic mortality (Q1936470) (← links)
- Pricing variable annuity guarantees in a local volatility framework (Q2015631) (← links)
- Optimal proportional reinsurance and investment with regime-switching for mean-variance insurers (Q2015659) (← links)
- Constructing dynamic life tables with a single-factor model (Q2026541) (← links)
- Batch mode active learning framework and its application on valuing large variable annuity portfolios (Q2038226) (← links)
- Option pricing in regime-switching frameworks with the extended Girsanov principle (Q2038228) (← links)
- Deep hedging of long-term financial derivatives (Q2038257) (← links)
- A tail measure with variable risk tolerance: application in dynamic portfolio insurance strategy (Q2152243) (← links)
- Valuation of annuity guarantees under a self-exciting switching jump model (Q2152249) (← links)
- Sample recycling method -- a new approach to efficient nested Monte Carlo simulations (Q2155860) (← links)
- Pricing of minimum guarantees in life insurance contracts with fuzzy volatility (Q2198222) (← links)
- A new approach for satisfactory pensions with no guarantees (Q2209778) (← links)
- Risk measurement of a guaranteed annuity option under a stochastic modelling framework (Q2228966) (← links)
- A dimension-reduction algorithm for the valuation of surrender options in EIA contracts with stochastic interest rates (Q2229798) (← links)
- Pension fund management with investment certificates and stochastic dominance (Q2241065) (← links)