Pages that link to "Item:Q4554481"
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The following pages link to Pricing and hedging guaranteed minimum withdrawal benefits under a general Lévy framework using the COS method (Q4554481):
Displaying 17 items.
- Optimal surrender of guaranteed minimum maturity benefits under stochastic volatility and interest rates (Q1742704) (← links)
- Pricing variable annuity with surrender guarantee (Q2020572) (← links)
- Valuation of guaranteed minimum maturity benefits under generalised regime-switching models using the Fourier cosine method (Q2155842) (← links)
- Pricing longevity derivatives via Fourier transforms (Q2656990) (← links)
- Fourier based methods for the management of complex life insurance products (Q2665862) (← links)
- Stochastic optimal switching model for migrating population dynamics (Q3304317) (← links)
- Variable annuities in a Lévy-based hybrid model with surrender risk (Q4991063) (← links)
- Pricing bounds and bang-bang analysis of the Polaris variable annuities (Q5215446) (← links)
- Willow tree algorithms for pricing Guaranteed Minimum Withdrawal Benefits under jump-diffusion and CEV models (Q5235461) (← links)
- Variable annuity pricing, valuation, and risk management: a survey (Q5872568) (← links)
- Pricing equity-linked guaranteed minimum death benefits with surrender risk by complex Fourier series expansion method (Q6058844) (← links)
- Valuation of general GMWB annuities in a low interest rate environment (Q6072272) (← links)
- Risk-neutral valuation of GLWB riders in variable annuities (Q6152701) (← links)
- Analyzing the interest rate risk of equity-indexed annuities via scenario matrices (Q6152703) (← links)
- Scenario selection with LASSO regression for the valuation of variable annuity portfolios (Q6543145) (← links)
- A semi-Lagrangian \(\epsilon\)-monotone Fourier method for continuous withdrawal GMWBs under jump-diffusion with stochastic interest rate (Q6556883) (← links)
- Efficient valuation of variable annuities under regime-switching jump diffusion models with surrender risk and mortality risk (Q6591005) (← links)
