Pages that link to "Item:Q2492169"

The following pages link to Hedging guarantees in variable annuities under both equity and interest rate risks (Q2492169):

Displaying 35 items.

• On the choice between two delta-hedging strategies (Q272214) (← links)
• Semi-static hedging of variable annuities (Q282294) (← links)
• Minimum return guarantees with fund switching rights -- an optimal stopping problem (Q658637) (← links)
• Pricing and hedging defaultable participating contracts with regime switching and jump risk (Q777938) (← links)
• Evaluation of insurance products with guarantee in incomplete markets (Q939370) (← links)
• Optimal surrender strategies and valuations of path-dependent guarantees in variable annuities (Q1622514) (← links)
• Moment matching machine learning methods for risk management of large variable annuity portfolios (Q1657175) (← links)
• A further study of the choice between two hedging strategies -- the continuous case (Q1739336) (← links)
• Optimal surrender of guaranteed minimum maturity benefits under stochastic volatility and interest rates (Q1742704) (← links)
• Cross-hedging minimum return guarantees: basis and liquidity risks (Q1994419) (← links)
• Deep hedging of long-term financial derivatives (Q2038257) (← links)
• Equity-linked guaranteed minimum death benefits with dollar cost averaging (Q2234775) (← links)
• Fair dynamic valuation of insurance liabilities: merging actuarial judgement with market- and time-consistency (Q2273972) (← links)
• Semi-analytical prices for lookback and barrier options under the Heston model (Q2292063) (← links)
• Valuation of large variable annuity portfolios under nested simulation: a functional data approach (Q2347065) (← links)
• Equity-linked annuity pricing with cliquet-style guarantees in regime-switching and stochastic volatility models with jumps (Q2397852) (← links)
• Discrete-time local risk minimization of payment processes and applications to equity-linked life-insurance contracts (Q2427802) (← links)
• Optimal consumption and allocation in variable annuities with guaranteed minimum death benefits (Q2447413) (← links)
• Analytical calculation of risk measures for variable annuity guaranteed benefits (Q2447419) (← links)
• Optimal initiation of a GLWB in a variable annuity: no arbitrage approach (Q2513460) (← links)
• Risk reducers in convex order (Q2520435) (← links)
• Valuing guaranteed withdrawal benefits with stochastic interest rates and volatility (Q2879036) (← links)
• GUARANTEED MINIMUM WITHDRAWAL BENEFIT IN VARIABLE ANNUITIES (Q3005845) (← links)
• OPTIMAL SURRENDER TIME FOR A VARIABLE ANNUITY WITH A FIXED INSURANCE FEE (Q4991385) (← links)
• Valuation of Equity-Linked Insurance and Annuity Products with Binomial Models (Q5018739) (← links)
• Pricing Participating Inflation Retirement Funds Through Option Modeling and Copulas (Q5029061) (← links)
• INSURANCE VALUATION: A TWO-STEP GENERALISED REGRESSION APPROACH (Q5067889) (← links)
• Semi-Static Hedging for GMWB in Variable Annuities (Q5168691) (← links)
• THE EFFECT OF THE ASSUMED INTEREST RATE AND SMOOTHING ON VARIABLE ANNUITIES (Q5213442) (← links)
• Impact of Flexible Periodic Premiums on Variable Annuity Guarantees (Q5379207) (← links)
• Mitigating Interest Rate Risk in Variable Annuities: An Analysis of Hedging Effectiveness under Model Risk (Q5379240) (← links)
• Partial Hedging for Equity-Linked Products Using Risk-Minimizing Strategies (Q5379246) (← links)
• FOURIER SPACE TIME-STEPPING ALGORITHM FOR VALUING GUARANTEED MINIMUM WITHDRAWAL BENEFITS IN VARIABLE ANNUITIES UNDER REGIME-SWITCHING AND STOCHASTIC MORTALITY (Q5745191) (← links)
• Valuing the Guaranteed Minimum Death Benefit Clause with Partial Withdrawals (Q5851724) (← links)
• Variable annuity pricing, valuation, and risk management: a survey (Q5872568) (← links)