Pages that link to "Item:Q3440844"
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The following pages link to The fair value of guaranteed annuity options (Q3440844):
Displaying 27 items.
- Valuing inflation-linked death benefits under a stochastic volatility framework (Q343966) (← links)
- The uncertain mortality intensity framework: pricing and hedging unit-linked life insurance contracts (Q654825) (← links)
- Valuation of guaranteed annuity options using a stochastic volatility model for equity prices (Q661249) (← links)
- On the robustness of longevity risk pricing (Q661262) (← links)
- Pricing life insurance contracts with early exercise features (Q732096) (← links)
- Valuation of contingent claims with mortality and interest rate risks (Q732668) (← links)
- Price bounds of mortality-linked security in incomplete insurance market (Q743137) (← links)
- Affine processes for dynamic mortality and actuarial valuations (Q817280) (← links)
- Valuation of life insurance products under stochastic interest rates (Q939351) (← links)
- Pricing variable annuity guarantees in a local volatility framework (Q2015631) (← links)
- Addressing the life expectancy gap in pension policy (Q2038240) (← links)
- Valuation of mortality risk via the instantaneous Sharpe ratio: applications to life annuities (Q2271661) (← links)
- A comonotonicity-based valuation method for guaranteed annuity options (Q2448346) (← links)
- The fair valuation problem of guaranteed annuity options: the stochastic mortality environment case (Q2507952) (← links)
- The design of equity-indexed annuities (Q2518533) (← links)
- Pricing and hedging of guaranteed minimum benefits under regime-switching and stochastic mortality (Q2520456) (← links)
- Volterra mortality model: actuarial valuation and risk management with long-range dependence (Q2656983) (← links)
- Pricing longevity derivatives via Fourier transforms (Q2656990) (← links)
- Pricing of long dated equity-linked life insurance contracts (Q2804516) (← links)
- Analytical Approximation of Variable Annuities for Small Volatility and Small Withdrawal (Q2967980) (← links)
- Regression-based algorithms for life insurance contracts with surrender guarantees (Q2994846) (← links)
- Modelling and management of mortality risk: a review (Q3077713) (← links)
- On systematic mortality risk and risk-minimization with survivor swaps (Q3077715) (← links)
- Optimal design of equity-linked products with a probabilistic constraint (Q3077741) (← links)
- RISK ANALYSIS OF ANNUITY CONVERSION OPTIONS IN A STOCHASTIC MORTALITY ENVIRONMENT (Q5419641) (← links)
- Hedging longevity risk in defined contribution pension schemes (Q6088770) (← links)
- Pricing guaranteed annuity options in a linear-rational Wishart mortality model (Q6199669) (← links)
