The following pages link to (Q5480304):
Displayed 17 items.
- Optimal stopping behavior of equity-linked investment products with regime switching (Q817296) (← links)
- Temporal aggregation of equity return time-series models (Q929677) (← links)
- Loss analysis of a life insurance company applying discrete-time risk-minimizing hedging strategies (Q931193) (← links)
- Valuation of life insurance products under stochastic interest rates (Q939351) (← links)
- Pricing exotic options under regime switching (Q995503) (← links)
- Optimal surrender strategies for equity-indexed annuity investors (Q1003810) (← links)
- Financial valuation of guaranteed minimum withdrawal benefits (Q2507939) (← links)
- The design of equity-indexed annuities (Q2518533) (← links)
- EFFICIENT HEDGING AND PRICING OF EQUITY-LINKED LIFE INSURANCE CONTRACTS ON SEVERAL RISKY ASSETS (Q3520341) (← links)
- Topical modelling issues in Solvency II (Q3608223) (← links)
- Guaranteed Annuity Options (Q4661677) (← links)
- Quantifying and Correcting the Bias in Estimated Risk Measures (Q5505905) (← links)
- Pricing Discrete Dynamic Fund Protections (Q5715934) (← links)
- Valuation of Equity-Indexed Annuities Under Stochastic Interest Rates (Q5715938) (← links)
- The Iterated Cte (Q5715997) (← links)
- Volatility Risk For Regime-Switching Models (Q5716001) (← links)
- Variance of the CTE Estimator (Q5716030) (← links)