Alvaro Montealegre

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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!

PublicationDate of PublicationType
A comparison between different numerical schemes for the valuation of unit-linked contracts embedding a surrender option
Mathematical and Statistical Methods for Actuarial Sciences and Finance
2018-12-13Paper
The valuation of GMWB variable annuities under alternative fund distributions and policyholder behaviours
Scandinavian Actuarial Journal
2018-07-11Paper


Research outcomes over time


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