Jonathan Ziveyi

Available identifiers

zbMath Open ziveyi.jonathanMaRDI QIDQ278969

List of research outcomes

Publication	Date of Publication	Type
Mortality forecasting using stacked regression ensembles	2022-10-26	Paper
An innovative design of flexible, bequest-enhanced life annuity with natural hedging	2022-09-19	Paper
Valuation of guaranteed minimum maturity benefits under generalised regime-switching models using the Fourier cosine method	2022-07-15	Paper
TARGET VOLATILITY STRATEGIES FOR GROUP SELF-ANNUITY PORTFOLIOS	2022-06-13	Paper
A GROUP REGULARISATION APPROACH FOR CONSTRUCTING GENERALISED AGE-PERIOD-COHORT MORTALITY PROJECTION MODELS	2022-04-04	Paper
Application of power series approximation techniques to valuation of European style options	2021-12-01	Paper
Continuous-time multi-cohort mortality modelling with affine processes	2020-09-28	Paper
Cohort and value-based multi-country longevity risk management	2020-09-28	Paper
Pricing of guaranteed minimum withdrawal benefits in variable annuities under stochastic volatility, stochastic interest rates and stochastic mortality via the componentwise splitting method	2019-09-26	Paper
Pricing and hedging guaranteed minimum withdrawal benefits under a general Lévy framework using the COS method	2018-11-14	Paper
Valuing variable annuity guarantees on multiple assets	2018-07-13	Paper
FOURIER SPACE TIME-STEPPING ALGORITHM FOR VALUING GUARANTEED MINIMUM WITHDRAWAL BENEFITS IN VARIABLE ANNUITIES UNDER REGIME-SWITCHING AND STOCHASTIC MORTALITY	2018-06-05	Paper
Optimal surrender of guaranteed minimum maturity benefits under stochastic volatility and interest rates	2018-04-12	Paper
Pricing and hedging of guaranteed minimum benefits under regime-switching and stochastic mortality	2016-12-13	Paper
Valuation of guaranteed minimum maturity benefits in variable annuities with surrender options	2016-11-21	Paper
American option pricing under two stochastic volatility processes	2016-04-27	Paper
Pricing American options written on two underlying assets	2014-09-05	Paper
Pricing European options on deferred annuities	2014-04-03	Paper
Representation of American Option Prices Under Heston Stochastic Volatility Dynamics Using Integral Transforms	2011-05-31	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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