Pages that link to "Item:Q5250040"
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The following pages link to The Existence of Optimal Bang-Bang Controls for GMxB Contracts (Q5250040):
Displaying 12 items.
- Equity-linked guaranteed minimum death benefits with dollar cost averaging (Q2234775) (← links)
- Valuation of variable annuities with guaranteed minimum withdrawal benefit under stochastic interest rate (Q2404547) (← links)
- A neural network approach to efficient valuation of large portfolios of variable annuities (Q2520445) (← links)
- Weakly Chained Matrices, Policy Iteration, and Impulse Control (Q2805130) (← links)
- Real-Time Valuation of Large Variable Annuity Portfolios: A Green Mesh Approach (Q3385433) (← links)
- Pricing and hedging guaranteed minimum withdrawal benefits under a general Lévy framework using the COS method (Q4554481) (← links)
- Optimal Initiation of Guaranteed Lifelong Withdrawal Benefit with Dynamic Withdrawals (Q4607051) (← links)
- Regression-based Monte Carlo methods for stochastic control models: variable annuities with lifelong guarantees (Q5001178) (← 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)
- Valuation of general GMWB annuities in a low interest rate environment (Q6072272) (← links)
- Risk-neutral valuation of GLWB riders in variable annuities (Q6152701) (← links)
