Pricing Discrete Dynamic Fund Protections
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Publication:5715934
DOI10.1080/10920277.2003.10596115zbMath1084.91506OpenAlexW2090786948MaRDI QIDQ5715934
Publication date: 5 January 2006
Published in: North American Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10920277.2003.10596115
Related Items (8)
Reset and withdrawal rights in dynamic fund protection ⋮ Pricing dynamic fund protections with regime switching ⋮ Pricing dynamic fund protections for a hyperexponential jump diffusion process ⋮ Optimal Design of a Perpetual Equity-Indexed Annuity ⋮ Pricing dynamic fund protection under a regime-switching jump-diffusion model with stochastic protection level ⋮ Pricing a chained dynamic fund protection under Vasicek interest rate model with stochastic barrier ⋮ Optimal surrender strategies for equity-indexed annuity investors ⋮ Valuation of Discrete Dynamic Fund Protection Under Lévy Processes
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- Pricing Perpetual Fund Protection with Withdrawal Option
- Pricing Dynamic Investment Fund Protection
- Valuing Equity-Indexed Annuities
- Dynamic Fund Protection
- Pricing Perpetual Options for Jump Processes
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