Pages that link to "Item:Q5718088"
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The following pages link to Hedging and Reserving for Single-Premium Segregated Fund Contracts (Q5718088):
Displayed 13 items.
- Semi-static hedging of variable annuities (Q282294) (← links)
- Pricing maturity guarantee under a refracted Brownian motion (Q384225) (← links)
- Reserving for maturity guarantees: Two approaches (Q1381463) (← links)
- Application of data clustering and machine learning in variable annuity valuation (Q2015648) (← links)
- Deep hedging of long-term financial derivatives (Q2038257) (← links)
- Hedging guarantees in variable annuities under both equity and interest rate risks (Q2492169) (← links)
- A hybrid method to evaluate pure endowment policies: Crédit Agricole and ERGO index linked policies (Q2513448) (← links)
- Quantile hedging on equity-linked life insurance contracts with transaction costs (Q2513623) (← links)
- Real-Time Valuation of Large Variable Annuity Portfolios: A Green Mesh Approach (Q3385433) (← links)
- Pricing bounds and bang-bang analysis of the Polaris variable annuities (Q5215446) (← links)
- Nonparametric Inference for VaR, CTE, and Expectile with High-Order Precision (Q5241933) (← links)
- Impact of Flexible Periodic Premiums on Variable Annuity Guarantees (Q5379207) (← links)
- Two-phase selection of representative contracts for valuation of large variable annuity portfolios (Q6152698) (← links)