Pages that link to "Item:Q817287"

The following pages link to Fair valuation of participating policies with surrender options and regime switching (Q817287):

Displaying 17 items.

• On the price of risk of the underlying Markov chain in a regime-switching exponential Lévy model (Q267876) (← links)
• Valuation of guaranteed minimum maturity benefits in variable annuities with surrender options (Q343983) (← links)
• A self-exciting threshold jump-diffusion model for option valuation (Q343990) (← links)
• Pricing and managing risks of ruin contingent life annuities under regime switching variance gamma process (Q470735) (← links)
• Markov chain modeling of policyholder behavior in life insurance and pension (Q487613) (← links)
• Cliquet-style return guarantees in a regime switching Lévy model (Q506080) (← links)
• Risk comparison of different bonus distribution approaches in participating life insurance (Q634012) (← links)
• Valuing variable annuity guarantees with the multivariate Esscher transform (Q654817) (← links)
• Regime-switching risk: to price or not to price? (Q655231) (← links)
• Esscher transforms and consumption-based models (Q659151) (← links)
• A hidden Markov regime-switching model for option valuation (Q661263) (← links)
• Optimal surrender policy for variable annuity guarantees (Q743150) (← links)
• Pricing and hedging defaultable participating contracts with regime switching and jump risk (Q777938) (← links)
• FIRST PASSAGE TIME UNDER A REGIME-SWITCHING JUMP-DIFFUSION MODEL AND ITS APPLICATION IN THE VALUATION OF PARTICIPATING CONTRACTS (Q5242416) (← links)
• EXOGENOUS AND ENDOGENOUS RISK FACTORS MANAGEMENT TO PREDICT SURRENDER BEHAVIOURS (Q5398356) (← links)
• Pricing equity-linked guaranteed minimum death benefits with surrender risk by complex Fourier series expansion method (Q6058844) (← links)
• European option pricing with market frictions, regime switches and model uncertainty (Q6152695) (← links)