Pages that link to "Item:Q1423350"
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The following pages link to Pricing equity-indexed annuities with path-dependent options. (Q1423350):
Displaying 29 items.
- Applications of central limit theorems for equity-linked insurance (Q343984) (← links)
- Valuing American floating strike lookback option and Neumann problem for inhomogeneous Black-Scholes equation (Q344266) (← links)
- Pricing equity-indexed annuities under stochastic interest rates using copulas (Q609713) (← links)
- Valuation of equity-indexed annuity under stochastic mortality and interest rate (Q661223) (← links)
- Pricing maturity guarantee with dynamic withdrawal benefit (Q661240) (← links)
- Lookback options and dynamic fund protection under multiscale stochastic volatility (Q882460) (← links)
- How sensitive is the pricing of lookback and interest rate guarantees when changing the modelling assumptions? (Q896747) (← links)
- Valuing equity-indexed annuities with icicled barrier options (Q1657865) (← links)
- Equity-linked life insurance based on traditional products: the case of select products (Q1689023) (← links)
- Pricing of equity indexed annuity under fractional Brownian motion model (Q1723974) (← links)
- Equity-linked products: evaluation of the dynamic hedging errors under stochastic mortality (Q1936470) (← links)
- Application of data clustering and machine learning in variable annuity valuation (Q2015648) (← links)
- Recursive approximating to the finite-time Gerber-Shiu function in Lévy risk models under periodic observation (Q2050919) (← links)
- Valuation of cliquet-style guarantees with death benefits (Q2083377) (← links)
- Pricing two-asset alternating barrier options with icicles and their variations (Q2131928) (← links)
- Outside barrier lookback options with floating strike (Q2132059) (← links)
- Equity-linked guaranteed minimum death benefits with dollar cost averaging (Q2234775) (← links)
- Risk-minimizing hedging strategy for an equity-indexed annuity under a regime switching model (Q2343569) (← links)
- Pricing annuity guarantees under a double regime-switching model (Q2347059) (← links)
- Valuing equity-linked death benefits with a threshold expense strategy (Q2347060) (← links)
- The time of deducting fees for variable annuities under the state-dependent fee structure (Q2347103) (← links)
- Impact of volatility clustering on equity indexed annuities (Q2374129) (← links)
- Discrete-time local risk minimization of payment processes and applications to equity-linked life-insurance contracts (Q2427802) (← links)
- Valuing equity-linked death benefits and other contingent options: a discounted density approach (Q2444708) (← links)
- Pricing of Ratchet equity-indexed annuities under stochastic interest rates (Q2463567) (← links)
- Valuing guaranteed equity-linked contracts under piecewise constant forces of mortality (Q2520443) (← links)
- Valuation of Equity-indexed Annuities with Stochastic Interest Rate and Jump Diffusion (Q2921838) (← links)
- Pricing Asian Options and Equity-Indexed Annuities with Regime Switching by the Trinomial Tree Method (Q3088977) (← links)
- The distribution of refracted Lévy processes with jumps having rational Laplace transforms (Q4684914) (← links)
