Pages that link to "Item:Q2507952"
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The following pages link to The fair valuation problem of guaranteed annuity options: the stochastic mortality environment case (Q2507952):
Displaying 44 items.
- Statutory financial reporting for variable annuity guaranteed death benefits: market practice, mathematical modeling and computation (Q282266) (← links)
- Statistical emulators for pricing and hedging longevity risk products (Q320257) (← links)
- Valuing inflation-linked death benefits under a stochastic volatility framework (Q343966) (← links)
- Managing longevity and disability risks in life annuities with long term care (Q414606) (← links)
- Mortality modelling with regime-switching for the valuation of a guaranteed annuity option (Q492634) (← links)
- Modeling mortality and pricing life annuities with Lévy processes (Q495501) (← links)
- A stochastic model for mortality rate on italian data (Q639215) (← links)
- Securitization, structuring and pricing of longevity risk (Q659203) (← links)
- Mortality risk modeling: applications to insurance securitization (Q659218) (← links)
- Modeling longevity risks using a principal component approach: a comparison with existing stochastic mortality models (Q659219) (← links)
- An additive stochastic model of mortality rates: an application to longevity risk in reserve evaluation (Q659246) (← links)
- A linear algebraic method for pricing temporary life annuities and insurance policies (Q661219) (← links)
- An optimal investment strategy for a stream of liabilities generated by a step process in a financial market driven by a Lévy process (Q661250) (← links)
- Pricing a guaranteed annuity option under correlated and regime-switching risk factors (Q903675) (← links)
- Risk-neutral valuation of participating life insurance contracts in a stochastic interest rate environment (Q938030) (← links)
- Mean-variance optimization problems for an accumulation phase in a defined benefit plan (Q939338) (← links)
- On parallel asset-liability management in life insurance: a forward risk-neutral approach (Q991133) (← links)
- Pricing life insurance under stochastic mortality via the instantaneous Sharpe ratio (Q998283) (← links)
- An efficient algorithm for the valuation of a guaranteed annuity option with correlated financial and mortality risks (Q1697208) (← links)
- Prepayment risk in reverse mortgages: an intensity-governed surrender model (Q2034152) (← links)
- Risk measurement of a guaranteed annuity option under a stochastic modelling framework (Q2228966) (← links)
- Copula-based Markov process (Q2306101) (← links)
- The impact of longevity and investment risk on a portfolio of life insurance liabilities (Q2323648) (← links)
- Lévy CARMA models for shocks in mortality (Q2331010) (← links)
- The role of the dependence between mortality and interest rates when pricing guaranteed annuity options (Q2374113) (← links)
- A subordinated Markov model for stochastic mortality (Q2391941) (← links)
- A comparison of the Lee-Carter model and AR-ARCH model for forecasting mortality rates (Q2427810) (← links)
- A flexible tree for evaluating guaranteed minimum withdrawal benefits under deferred life annuity contracts with various provisions (Q2442519) (← links)
- A comonotonicity-based valuation method for guaranteed annuity options (Q2448346) (← links)
- A hybrid method to evaluate pure endowment policies: Crédit Agricole and ERGO index linked policies (Q2513448) (← links)
- Systematic mortality risk: an analysis of guaranteed lifetime withdrawal benefits in variable annuities (Q2513624) (← links)
- Pricing longevity derivatives via Fourier transforms (Q2656990) (← links)
- A generalized pricing framework addressing correlated mortality and interest risks: a change of probability measure approach (Q2812013) (← links)
- Indifference pricing of a life insurance portfolio with systematic mortality risk in a market with an asset driven by a Lévy process (Q3077724) (← links)
- Mortality Regimes and Pricing (Q3107268) (← links)
- The fair value of guaranteed annuity options (Q3440844) (← links)
- Uncertainty on survival probabilities and solvency capital requirement: application to long-term care insurance (Q4576969) (← links)
- Forward Mortality Rates in Discrete Time I: Calibration and Securities Pricing (Q4987112) (← links)
- Variable annuities in a Lévy-based hybrid model with surrender risk (Q4991063) (← links)
- Evaluating the Technical Provisions for Traditional Brazilian Annuity Plans: Continuous-Time Stochastic Approach Based on Solvency Principles (Q5379203) (← links)
- Annuity Uncertainty with Stochastic Mortality and Interest Rates (Q5742640) (← links)
- Modeling and Pricing Longevity Derivatives Using Stochastic Mortality Rates and the Esscher Transform (Q5742657) (← links)
- Variable annuity pricing, valuation, and risk management: a survey (Q5872568) (← links)
- Multi-population mortality modeling with Lévy processes (Q6089413) (← links)
