Pages that link to "Item:Q2015631"

The following pages link to Pricing variable annuity guarantees in a local volatility framework (Q2015631):

Displaying 10 items.

• Cliquet-style return guarantees in a regime switching Lévy model (Q506080) (← links)
• Valuation of guaranteed minimum maturity benefits under generalised regime-switching models using the Fourier cosine method (Q2155842) (← links)
• Valuation of large variable annuity portfolios under nested simulation: a functional data approach (Q2347065) (← links)
• The role of the dependence between mortality and interest rates when pricing guaranteed annuity options (Q2374113) (← links)
• Optimal management of DC pension plan in a stochastic interest rate and stochastic volatility framework (Q2513440) (← links)
• Pricing and hedging of variable annuities with state-dependent fees (Q2513614) (← links)
• Fourier based methods for the management of complex life insurance products (Q2665862) (← links)
• Variable annuities in a Lévy-based hybrid model with surrender risk (Q4991063) (← links)
• Variable annuity pricing, valuation, and risk management: a survey (Q5872568) (← links)
• Analyzing the interest rate risk of equity-indexed annuities via scenario matrices (Q6152703) (← links)