Pages that link to "Item:Q2812013"

The following pages link to A generalized pricing framework addressing correlated mortality and interest risks: a change of probability measure approach (Q2812013):

Displaying 13 items.

• Mortality modelling with regime-switching for the valuation of a guaranteed annuity option (Q492634) (← links)
• Pricing a guaranteed annuity option under correlated and regime-switching risk factors (Q903675) (← links)
• An efficient algorithm for the valuation of a guaranteed annuity option with correlated financial and mortality risks (Q1697208) (← links)
• Is mortality or interest rate the most important risk in annuity models? A comparison of sensitivity analysis methods (Q2212159) (← links)
• Risk measurement of a guaranteed annuity option under a stochastic modelling framework (Q2228966) (← links)
• Annuity contract valuation under dependent risks (Q2300949) (← links)
• The role of the dependence between mortality and interest rates when pricing guaranteed annuity options (Q2374113) (← links)
• Valuing guaranteed minimum accumulation benefits by a change of numéraire approach (Q2670118) (← links)
• Pricing extreme mortality risk in the wake of the COVID-19 pandemic (Q2681451) (← links)
• Pricing pension buy-outs under stochastic interest and mortality rates (Q4585941) (← links)
• Actuarial-consistency and two-step actuarial valuations: a new paradigm to insurance valuation (Q5881716) (← links)
• The impact of simultaneous shocks to financial markets and mortality on pension buy-out prices (Q6174087) (← links)
• Pricing guaranteed annuity options in a linear-rational Wishart mortality model (Q6199669) (← links)