Meiqiao Ai
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Person:2075982
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Pricing guaranteed minimum death benefits with dollar cost averaging under time-changed Lévy models Acta Mathematicae Applicatae Sinica. English Series | 2025-07-18 | Paper |
| Valuation of variable annuities with guaranteed minimum maturity benefits and periodic fees Scandinavian Actuarial Journal | 2024-04-10 | Paper |
| Valuing variable annuities with path-dependent surrender guarantees under regime-switching Lévy models Scandinavian Actuarial Journal | 2023-06-09 | Paper |
| Valuing equity-linked death benefits with a threshold expense structure under a regime-switching Lévy model Journal of Industrial and Management Optimization | 2022-11-14 | Paper |
| First passage problems of refracted jump diffusion processes and their applications in valuing equity-linked death benefits Journal of Industrial and Management Optimization | 2022-06-09 | Paper |
| Pricing some life-contingent lookback options under regime-switching Lévy models Journal of Computational and Applied Mathematics | 2022-02-16 | Paper |
Research outcomes over time
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