Pages that link to "Item:Q1381463"

The following pages link to Reserving for maturity guarantees: Two approaches (Q1381463):

Displaying 41 items.

• Valuation of large variable annuity portfolios: Monte Carlo simulation and synthetic datasets (Q140173) (← links)
• Pricing maturity guarantee under a refracted Brownian motion (Q384225) (← links)
• Mortality modelling with regime-switching for the valuation of a guaranteed annuity option (Q492634) (← links)
• Minimum return guarantees with fund switching rights -- an optimal stopping problem (Q658637) (← links)
• On the optimal design of insurance contracts with guarantees (Q659256) (← links)
• Evaluating the performance of Gompertz, Makeham and Lee-Carter mortality models for risk management with unit-linked contracts (Q860503) (← links)
• Designing and pricing guarantee options in defined contribution pension plans (Q896773) (← links)
• Valuation of endowment-insurance equity-linked contracts for stocks with exotic dynamics (Q904606) (← links)
• Valuation of the interest rate guarantee embedded in defined contribution pension plans (Q931175) (← links)
• Evaluation of insurance products with guarantee in incomplete markets (Q939370) (← links)
• An object-oriented framework for valuing shout options on high-performance computer architectures (Q951351) (← links)
• Asset management and surplus distribution strategies in life insurance: An examination with respect to risk pricing and risk measurement (Q998303) (← links)
• Reserving for maturity guarantees: Two approaches (Q1381463) (← links)
• Valuation of segregated funds: shout options with maturity extensions. (Q1413278) (← links)
• Pricing and hedging guaranteed annuity options via static option replication. (Q1423359) (← links)
• Pricing rate of return guarantees in a Heath-Jarrow-Morton framework (Q1974032) (← links)
• A synthesis of risk measures for capital adequacy (Q1974035) (← links)
• Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies (Q1974042) (← links)
• Application of data clustering and machine learning in variable annuity valuation (Q2015648) (← links)
• Deep hedging of long-term financial derivatives (Q2038257) (← links)
• Quantile hedging for equity-linked contracts (Q2276232) (← links)
• Valuation of large variable annuity portfolios under nested simulation: a functional data approach (Q2347065) (← links)
• Move-based hedging of variable annuities: a semi-analytic approach (Q2374095) (← links)
• Asset and liability modelling for participating policies with guarantees (Q2462133) (← links)
• Hedging guarantees in variable annuities under both equity and interest rate risks (Q2492169) (← links)
• Return smoothing mechanisms in life and pension insurance: path-dependent contingent claims (Q2492170) (← links)
• Quantile hedging on equity-linked life insurance contracts with transaction costs (Q2513623) (← links)
• Risk measure and fair valuation of an investment guarantee in life insurance (Q2581782) (← links)
• CVaR-hedging and its applications to equity-linked life insurance contracts with transaction costs (Q2671651) (← links)
• EFFICIENT HEDGING AND PRICING OF EQUITY-LINKED LIFE INSURANCE CONTRACTS ON SEVERAL RISKY ASSETS (Q3520341) (← links)
• On pricing and reserving with-profits life insurance contracts (Q4551193) (← links)
• Regression Modeling for the Valuation of Large Variable Annuity Portfolios (Q4567959) (← links)
• Pricing Participating Inflation Retirement Funds Through Option Modeling and Copulas (Q5029061) (← links)
• Efficient Hedging and Pricing of Life Insurance Policies in a Jump-Diffusion Model (Q5707909) (← links)
• Understanding the Behavior and Hedging of Segregated Funds Offering the Reset Feature (Q5715864) (← links)
• Hedging and Reserving for Single-Premium Segregated Fund Contracts (Q5718088) (← links)
• Dynamic Fund Protection (Q5718218) (← links)
• Application of Coherent Risk Measures to Capital Requirements in Insurance (Q5718353) (← links)
• Variable annuity pricing, valuation, and risk management: a survey (Q5872568) (← links)
• The reset decision for segregated fund maturity guarantees (Q5956049) (← links)
• Two-phase selection of representative contracts for valuation of large variable annuity portfolios (Q6152698) (← links)