Pages that link to "Item:Q4554769"

The following pages link to Revisiting the Risk-Neutral Approach to Optimal Policyholder Behavior: A Study of Withdrawal Guarantees in Variable Annuities * (Q4554769):

Displaying 23 items.

• Valuing variable annuities with guaranteed minimum lifetime withdrawal benefits (Q495479) (← links)
• An optimal stochastic control framework for determining the cost of hedging of variable annuities (Q1994570) (← links)
• Variable annuities: market incompleteness and policyholder behavior (Q2038222) (← links)
• Valuation of guaranteed minimum maturity benefits under generalised regime-switching models using the Fourier cosine method (Q2155842) (← links)
• Refundable income annuities: feasibility of money-back guarantees (Q2155846) (← links)
• Optimal allocation and consumption with guaranteed minimum death benefits, external income and term life insurance (Q2347100) (← links)
• Affordable and adequate annuities with stable payouts: fantasy or reality? (Q2415961) (← links)
• Optimal consumption and allocation in variable annuities with guaranteed minimum death benefits (Q2447413) (← links)
• Optimal initiation of a GLWB in a variable annuity: no arbitrage approach (Q2513460) (← links)
• Pricing and hedging guaranteed minimum withdrawal benefits under a general Lévy framework using the COS method (Q4554481) (← links)
• Hedging Costs for Variable Annuities Under Regime-Switching (Q4562479) (← links)
• The valuation of GMWB variable annuities under alternative fund distributions and policyholder behaviours (Q4576977) (← links)
• Application of power series approximation techniques to valuation of European style options (Q5014193) (← links)
• The Economics of a Secondary Market for Variable Annuities (Q5027910) (← links)
• Analytic valuation of GMDB options with utility based asset allocation (Q5042792) (← links)
• TAXATION OF A GMWB VARIABLE ANNUITY IN A STOCHASTIC INTEREST RATE MODEL (Q5140087) (← links)
• STATE-DEPENDENT FEES FOR VARIABLE ANNUITY GUARANTEES (Q5214823) (← 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)
• Policyholder Exercise Behavior in Life Insurance: The State of Affairs (Q5379239) (← links)
• FOURIER SPACE TIME-STEPPING ALGORITHM FOR VALUING GUARANTEED MINIMUM WITHDRAWAL BENEFITS IN VARIABLE ANNUITIES UNDER REGIME-SWITCHING AND STOCHASTIC MORTALITY (Q5745191) (← links)
• Variable annuity pricing, valuation, and risk management: a survey (Q5872568) (← links)
• Taxation and policyholder behavior: the case of guaranteed minimum accumulation benefits (Q6494328) (← links)