Analytical pricing of variable annuities
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Publication:4968531
zbMATH Open1418.91013MaRDI QIDQ4968531FDOQ4968531
Authors: M. Krayzler 
Publication date: 16 July 2019
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- Risk-based capital for variable annuity under stochastic interest rate
- Affordable and adequate annuities with stable payouts: fantasy or reality?
- Pricing variable annuity guarantees in a local volatility framework
- Pricing and hedging of guaranteed minimum benefits under regime-switching and stochastic mortality
- Analytical valuation and hedging of variable annuity guaranteed lifetime withdrawal benefits
- Variable annuity pricing, valuation, and risk management: a survey
- Analytical calculation of risk measures for variable annuity guaranteed benefits
- Closed-form solutions for guaranteed minimum accumulation and death benefits
- The effect of the assumed interest rate and smoothing on variable annuities
- Pricing and hedging of variable annuities with state-dependent fees
- Variable annuities: market incompleteness and policyholder behavior
- A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities
- Pricing and hedging variable annuity guarantees with multiasset stochastic investment models
- Impact of flexible periodic premiums on variable annuity guarantees
- Less-expensive valuation and reserving of long-dated variable annuities when interest rates and mortality rates are stochastic
- A general model for the analysis and valuation of guaranteed minimum benefits in fonds policies
- Are flexible premium variable annuities under-priced?
- Accelerating the premiums for annuities, life annuities and life insurance
- A mixed bond and equity fund model for the valuation of variable annuities
- Conditional moment matching and stratified approximation for pricing and hedging periodic-premium variable annuities
- Valuing variable annuity guarantees on multiple assets
- Pricing variable annuities embedding various guaranteed minimum benefits
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