Pages that link to "Item:Q253095"

The following pages link to An identity of hitting times and its application to the valuation of guaranteed minimum withdrawal benefit (Q253095):

Displaying 14 items.

• Statutory financial reporting for variable annuity guaranteed death benefits: market practice, mathematical modeling and computation (Q282266) (← links)
• Applications of central limit theorems for equity-linked insurance (Q343984) (← links)
• Analytical valuation and hedging of variable annuity guaranteed lifetime withdrawal benefits (Q506067) (← links)
• Quantitative modeling of risk management strategies: stochastic reserving and hedging of variable annuity guaranteed benefits (Q1735033) (← links)
• A tail measure with variable risk tolerance: application in dynamic portfolio insurance strategy (Q2152243) (← links)
• Geometric Brownian motion with affine drift and its time-integral (Q2663830) (← links)
• Risk based capital for guaranteed minimum withdrawal benefit (Q4555091) (← links)
• INTEGRAL REPRESENTATION OF PROBABILITY DENSITY OF STOCHASTIC VOLATILITY MODELS AND TIMER OPTIONS (Q4602498) (← links)
• SPECTRAL METHODS FOR THE CALCULATION OF RISK MEASURES FOR VARIABLE ANNUITY GUARANTEED BENEFITS (Q5214828) (← links)
• Variable Annuities with VIX-Linked Fee Structure under a Heston-Type Stochastic Volatility Model (Q5379238) (← links)
• Variable annuity pricing, valuation, and risk management: a survey (Q5872568) (← links)
• Conditional moment matching and stratified approximation for pricing and hedging periodic-premium variable annuities (Q6549639) (← links)
• Coping with longevity via hedging: fair dynamic valuation of variable annuities (Q6573823) (← links)
• Analytic valuation of guaranteed lifetime withdrawal benefits with a modified ratchet (Q6607484) (← links)