Pages that link to "Item:Q3634591"

The following pages link to Analytic Solution for Return of Premium and Rollup Guaranteed Minimum Death Benefit Options Under Some Simple Mortality Laws (Q3634591):

Displaying 22 items.

• Statutory financial reporting for variable annuity guaranteed death benefits: market practice, mathematical modeling and computation (Q282266) (← links)
• Closed-form solutions for guaranteed minimum accumulation and death benefits (Q303739) (← links)
• Applications of central limit theorems for equity-linked insurance (Q343984) (← links)
• Geometric stopping of a random walk and its applications to valuing equity-linked death benefits (Q495497) (← links)
• Comonotonic approximations of risk measures for variable annuity guaranteed benefits with dynamic policyholder behavior (Q730548) (← links)
• Quantitative modeling of risk management strategies: stochastic reserving and hedging of variable annuity guaranteed benefits (Q1735033) (← links)
• Valuation of cliquet-style guarantees with death benefits (Q2083377) (← links)
• Pricing equity-linked death benefits by complex Fourier series expansion in a regime-switching jump diffusion model (Q2242652) (← links)
• Valuing equity-linked death benefits in general exponential Lévy models (Q2332688) (← links)
• Valuing guaranteed equity-linked contracts by Laguerre series expansion (Q2424940) (← links)
• Valuing equity-linked death benefits and other contingent options: a discounted density approach (Q2444708) (← links)
• Analytic solution for ratchet guaranteed minimum death benefit options under a variety of mortality laws (Q2513613) (← links)
• Valuing guaranteed equity-linked contracts under piecewise constant forces of mortality (Q2520443) (← links)
• First passage problems of refracted jump diffusion processes and their applications in valuing equity-linked death benefits (Q2673386) (← links)
• Analytical Approximation of Variable Annuities for Small Volatility and Small Withdrawal (Q2967980) (← links)
• The Effect of Policyholder Transfer Behavior on the Value of Guaranteed Minimum Death Benefits (Q3088972) (← links)
• VALUING EQUITY-LINKED DEATH BENEFITS IN A REGIME-SWITCHING FRAMEWORK (Q4563742) (← links)
• Analytic valuation of GMDB options with utility based asset allocation (Q5042792) (← links)
• Valuation of contingent claims with stochastic interest rate and mortality driven by Lévy processes (Q5077430) (← links)
• LESS-EXPENSIVE VALUATION AND RESERVING OF LONG-DATED VARIABLE ANNUITIES WHEN INTEREST RATES AND MORTALITY RATES ARE STOCHASTIC (Q5119562) (← links)
• RISK-BASED CAPITAL FOR VARIABLE ANNUITY UNDER STOCHASTIC INTEREST RATE (Q5140086) (← links)
• Variable annuity pricing, valuation, and risk management: a survey (Q5872568) (← links)