Reset and withdrawal rights in dynamic fund protection
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Publication:868324
DOI10.1016/j.insmatheco.2003.12.004zbMath1136.91421OpenAlexW2094784506WikidataQ60148471 ScholiaQ60148471MaRDI QIDQ868324
Publication date: 2 March 2007
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2003.12.004
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Related Items (9)
Dynamic Fund Protection for Property Markets ⋮ Lookback options and dynamic fund protection under multiscale stochastic volatility ⋮ Indifference fee rate for variable annuities ⋮ Pricing dynamic fund protections with regime switching ⋮ Finite-time dividend-ruin models ⋮ Pricing dynamic fund protections for a hyperexponential jump diffusion process ⋮ GUARANTEED MINIMUM WITHDRAWAL BENEFIT IN VARIABLE ANNUITIES ⋮ The pricing of dynamic fund protection with default risk ⋮ Valuation of Discrete Dynamic Fund Protection Under Lévy Processes
Cites Work
- Unnamed Item
- Sub-replication and replenishing premium: Efficient pricing of multi-state lookbacks
- Options with Multiple Reset Rights
- Understanding the Behavior and Hedging of Segregated Funds Offering the Reset Feature
- Pricing Perpetual Fund Protection with Withdrawal Option
- Pricing Discrete Dynamic Fund Protections
- Pricing Dynamic Investment Fund Protection
- Valuing Equity-Indexed Annuities
- Dynamic Fund Protection
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