Pages that link to "Item:Q931209"
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The following pages link to Analytic bounds and approximations for annuities and Asian options (Q931209):
Displaying 14 items.
- A note on Stein's lemma for multivariate elliptical distributions (Q394113) (← links)
- Comonotonic approximations of risk measures for variable annuity guaranteed benefits with dynamic policyholder behavior (Q730548) (← links)
- A provisioning problem with stochastic payments (Q1926876) (← links)
- Risk bounds for factor models (Q2364531) (← links)
- Analytical calculation of risk measures for variable annuity guaranteed benefits (Q2447419) (← links)
- Discrete sums of geometric Brownian motions, annuities and Asian options (Q2520429) (← links)
- Moment-matching approximations for stochastic sums in non-Gaussian Ornstein-Uhlenbeck models (Q2657004) (← links)
- A comonotonic approximation to optimal terminal wealth under a multivariate Merton model with correlated jump risk (Q2698069) (← links)
- Lower convex order bound approximations for sums of log-skew normal random variables (Q2862429) (← links)
- Bounds for sums of random variables when the marginal distributions and the variance of the sum are given (Q2868599) (← links)
- AN EXPLICIT OPTION-BASED STRATEGY THAT OUTPERFORMS DOLLAR COST AVERAGING (Q2882689) (← links)
- Analytical Approximation of Variable Annuities for Small Volatility and Small Withdrawal (Q2967980) (← links)
- Impact of Flexible Periodic Premiums on Variable Annuity Guarantees (Q5379207) (← links)
- Discussion on “Asymptotic Analysis of Multivariate Tail Conditional Expectations,” by Li Zhu and Haijun Li, Volume 16(3) (Q5742637) (← links)
