Pages that link to "Item:Q1742704"
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The following pages link to Optimal surrender of guaranteed minimum maturity benefits under stochastic volatility and interest rates (Q1742704):
Displaying 18 items.
- Pricing variable annuity with surrender guarantee (Q2020572) (← links)
- Efficient valuation of guaranteed minimum maturity benefits in regime switching jump diffusion models with surrender risk (Q2104088) (← links)
- Variable annuity with a surrender option under multiscale stochastic volatility (Q2111544) (← links)
- Valuation of guaranteed minimum maturity benefits under generalised regime-switching models using the Fourier cosine method (Q2155842) (← links)
- Equity-linked guaranteed minimum death benefits with dollar cost averaging (Q2234775) (← links)
- Variable annuities with a threshold fee: valuation, numerical implementation and comparative static analysis (Q2331000) (← links)
- Application of power series approximation techniques to valuation of European style options (Q5014193) (← links)
- A unified option pricing model with Markov regime-switching double stochastic volatility, stochastic interest rate and jumps (Q5093699) (← links)
- RISK-BASED CAPITAL FOR VARIABLE ANNUITY UNDER STOCHASTIC INTEREST RATE (Q5140086) (← links)
- Pricing of guaranteed minimum withdrawal benefits in variable annuities under stochastic volatility, stochastic interest rates and stochastic mortality via the componentwise splitting method (Q5234308) (← links)
- Willow tree algorithms for pricing Guaranteed Minimum Withdrawal Benefits under jump-diffusion and CEV models (Q5235461) (← links)
- Valuation of general GMWB annuities in a low interest rate environment (Q6072272) (← links)
- Valuation of guaranteed minimum maturity benefits under mean reversion and jump models with surrender risk (Q6126076) (← links)
- Variational inequality arising from variable annuity with mean reversion environment (Q6142192) (← links)
- Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods (Q6156163) (← links)
- Taxation and policyholder behavior: the case of guaranteed minimum accumulation benefits (Q6494328) (← links)
- Efficient valuation of variable annuities under regime-switching jump diffusion models with surrender risk and mortality risk (Q6591005) (← links)
- Valuation of guaranteed lifelong withdrawal benefit with the long-term care option (Q6665599) (← links)
