Pages that link to "Item:Q5019755"

The following pages link to “Stochastic Annuities,” Daniel Dufresne, January 2007 (Q5019755):

Displaying 8 items.

• Geometric stopping of a random walk and its applications to valuing equity-linked death benefits (Q495497) (← links)
• Pricing guaranteed minimum death benefit contracts under the phase-type law of mortality (Q748243) (← links)
• Valuing equity-linked death benefits in jump diffusion models (Q2015627) (← links)
• Valuing equity-linked death benefits with a threshold expense strategy (Q2347060) (← links)
• The time of deducting fees for variable annuities under the state-dependent fee structure (Q2347103) (← links)
• Valuing equity-linked death benefits and other contingent options: a discounted density approach (Q2444708) (← links)
• The Time of Recovery and the Maximum Severity of Ruin in a Sparre Andersen Model (Q5022555) (← links)
• Valuing equity-linked annuities under high-water mark fee structure (Q6547264) (← links)