Pages that link to "Item:Q3634594"

The following pages link to A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities (Q3634594):

Displayed 50 items.

• Valuation of large variable annuity portfolios: Monte Carlo simulation and synthetic datasets (Q140173) ‎ (← links)
• Statutory financial reporting for variable annuity guaranteed death benefits: market practice, mathematical modeling and computation (Q282266) ‎ (← links)
• Semi-static hedging of variable annuities (Q282294) ‎ (← links)
• Closed-form solutions for guaranteed minimum accumulation and death benefits (Q303739) ‎ (← links)
• Minimum return guarantees, investment caps, and investment flexibility (Q315106) ‎ (← links)
• Statistical emulators for pricing and hedging longevity risk products (Q320257) ‎ (← links)
• Valuation of guaranteed minimum maturity benefits in variable annuities with surrender options (Q343983) ‎ (← links)
• Optimal life cycle portfolio choice with variable annuities offering liquidity and investment downside protection (Q492666) ‎ (← links)
• Valuing variable annuities with guaranteed minimum lifetime withdrawal benefits (Q495479) ‎ (← links)
• Pricing guaranteed minimum/lifetime withdrawal benefits with various provisions under investment, interest rate and mortality risks (Q495504) ‎ (← links)
• Minimum return guarantees with fund switching rights -- an optimal stopping problem (Q658637) ‎ (← links)
• On the optimal design of insurance contracts with guarantees (Q659256) ‎ (← links)
• Valuation of guaranteed annuity options using a stochastic volatility model for equity prices (Q661249) ‎ (← links)
• Comonotonic approximations of risk measures for variable annuity guaranteed benefits with dynamic policyholder behavior (Q730548) ‎ (← links)
• Optimal surrender policy for variable annuity guarantees (Q743150) ‎ (← links)
• Valuation perspectives and decompositions for variable annuities with GMWB riders (Q743168) ‎ (← links)
• A numerical scheme for the impulse control formulation for pricing variable annuities with a guaranteed minimum withdrawal benefit (GMWB) (Q937233) ‎ (← links)
• The effect of modelling parameters on the value of GMWB guarantees (Q938050) ‎ (← links)
• Moment matching machine learning methods for risk management of large variable annuity portfolios (Q1657175) ‎ (← links)
• Portfolio selection with consumption ratcheting (Q1657613) ‎ (← links)
• VIX-linked fees for GMWBs via explicit solution simulation methods (Q1667404) ‎ (← links)
• Guaranteed minimum surrender benefits in variable annuities: the impact of regulator-imposed guarantees (Q1689021) ‎ (← links)
• Valuation of variable long-term care annuities with guaranteed lifetime withdrawal benefits: a variance reduction approach (Q1697245) ‎ (← links)
• Optimal surrender of guaranteed minimum maturity benefits under stochastic volatility and interest rates (Q1742704) ‎ (← links)
• A note on utility based pricing and asymptotic risk diversification (Q1938975) ‎ (← links)
• An optimal stochastic control framework for determining the cost of hedging of variable annuities (Q1994570) ‎ (← links)
• Analysis of optimal dynamic withdrawal policies in withdrawal guarantee products (Q1994588) ‎ (← links)
• Application of data clustering and machine learning in variable annuity valuation (Q2015648) ‎ (← links)
• Valuation of variable annuities with guaranteed minimum withdrawal and death benefits via stochastic control optimization (Q2347054) ‎ (← links)
• Pricing annuity guarantees under a double regime-switching model (Q2347059) ‎ (← links)
• Valuing equity-linked death benefits with a threshold expense strategy (Q2347060) ‎ (← links)
• Valuation of large variable annuity portfolios under nested simulation: a functional data approach (Q2347065) ‎ (← links)
• Optimal allocation and consumption with guaranteed minimum death benefits, external income and term life insurance (Q2347100) ‎ (← links)
• The time of deducting fees for variable annuities under the state-dependent fee structure (Q2347103) ‎ (← links)
• Impact of volatility clustering on equity indexed annuities (Q2374129) ‎ (← links)
• Valuation of variable annuities with guaranteed minimum withdrawal benefit under stochastic interest rate (Q2404547) ‎ (← links)
• A flexible tree for evaluating guaranteed minimum withdrawal benefits under deferred life annuity contracts with various provisions (Q2442519) ‎ (← links)
• Optimal consumption and allocation in variable annuities with guaranteed minimum death benefits (Q2447413) ‎ (← links)
• Analytical calculation of risk measures for variable annuity guaranteed benefits (Q2447419) ‎ (← links)
• Optimal initiation of a GLWB in a variable annuity: no arbitrage approach (Q2513460) ‎ (← links)
• Risk reducers in convex order (Q2520435) ‎ (← links)
• Valuing guaranteed equity-linked contracts under piecewise constant forces of mortality (Q2520443) ‎ (← links)
• Pricing and hedging of guaranteed minimum benefits under regime-switching and stochastic mortality (Q2520456) ‎ (← links)
• Pricing guaranteed minimum withdrawal benefits under stochastic interest rates (Q2869985) ‎ (← links)
• Bayesian analysis of equity-linked savings contracts with American-style options (Q2879032) ‎ (← links)
• Analytical Approximation of Variable Annuities for Small Volatility and Small Withdrawal (Q2967980) ‎ (← links)
• Pricing Asian Options and Equity-Indexed Annuities with Regime Switching by the Trinomial Tree Method (Q3088977) ‎ (← links)
• MAX–MIN OPTIMIZATION PROBLEM FOR VARIABLE ANNUITIES PRICING (Q3467598) ‎ (← links)
• Pricing and hedging guaranteed minimum withdrawal benefits under a general Lévy framework using the COS method (Q4554481) ‎ (← links)
• Dynamic Strategies for Defined Benefit Pension Plans Risk Management (Q4561905) ‎ (← links)