Pages that link to "Item:Q654817"
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The following pages link to Valuing variable annuity guarantees with the multivariate Esscher transform (Q654817):
Displaying 12 items.
- Statutory financial reporting for variable annuity guaranteed death benefits: market practice, mathematical modeling and computation (Q282266) (← links)
- Valuing equity-indexed annuities with icicled barrier options (Q1657865) (← links)
- Application of data clustering and machine learning in variable annuity valuation (Q2015648) (← links)
- Option pricing in regime-switching frameworks with the extended Girsanov principle (Q2038228) (← links)
- Deep hedging of long-term financial derivatives (Q2038257) (← links)
- Pricing two-asset alternating barrier options with icicles and their variations (Q2131928) (← links)
- Pricing annuity guarantees under a double regime-switching model (Q2347059) (← links)
- Valuing equity-linked death benefits with a threshold expense strategy (Q2347060) (← links)
- Option pricing under regime-switching models: novel approaches removing path-dependence (Q2421406) (← links)
- Optimal initiation of a GLWB in a variable annuity: no arbitrage approach (Q2513460) (← links)
- Real-Time Valuation of Large Variable Annuity Portfolios: A Green Mesh Approach (Q3385433) (← links)
- The distribution of refracted Lévy processes with jumps having rational Laplace transforms (Q4684914) (← links)
