Pages that link to "Item:Q938050"

The following pages link to The effect of modelling parameters on the value of GMWB guarantees (Q938050):

Displaying 40 items.

• Semi-static hedging of variable annuities (Q282294) (← links)
• Closed-form solutions for guaranteed minimum accumulation and death benefits (Q303739) (← links)
• Minimum return guarantees, investment caps, and investment flexibility (Q315106) (← links)
• Iterative methods for the solution of a singular control formulation of a GMWB pricing problem (Q453330) (← links)
• Valuing variable annuities with guaranteed minimum lifetime withdrawal benefits (Q495479) (← links)
• Pricing guaranteed minimum/lifetime withdrawal benefits with various provisions under investment, interest rate and mortality risks (Q495504) (← links)
• VIX-linked fees for GMWBs via explicit solution simulation methods (Q1667404) (← links)
• Valuation of variable long-term care annuities with guaranteed lifetime withdrawal benefits: a variance reduction approach (Q1697245) (← links)
• Pricing and hedging GMWB in the Heston and in the Black-Scholes with stochastic interest rate models (Q1722758) (← links)
• Quantitative modeling of risk management strategies: stochastic reserving and hedging of variable annuity guaranteed benefits (Q1735033) (← links)
• An optimal stochastic control framework for determining the cost of hedging of variable annuities (Q1994570) (← links)
• Analysis of optimal dynamic withdrawal policies in withdrawal guarantee products (Q1994588) (← links)
• Variable annuities: market incompleteness and policyholder behavior (Q2038222) (← links)
• A flexible tree for evaluating guaranteed minimum withdrawal benefits under deferred life annuity contracts with various provisions (Q2442519) (← links)
• Optimal consumption and allocation in variable annuities with guaranteed minimum death benefits (Q2447413) (← links)
• Optimal initiation of a GLWB in a variable annuity: no arbitrage approach (Q2513460) (← links)
• Pricing and hedging GLWB in the Heston and in the Black-Scholes with stochastic interest rate models (Q2520430) (← links)
• A neural network approach to efficient valuation of large portfolios of variable annuities (Q2520445) (← links)
• Pricing and hedging of guaranteed minimum benefits under regime-switching and stochastic mortality (Q2520456) (← links)
• Optimal fee structure of variable annuities (Q2665877) (← links)
• Pricing guaranteed minimum withdrawal benefits under stochastic interest rates (Q2869985) (← links)
• Valuing guaranteed withdrawal benefits with stochastic interest rates and volatility (Q2879036) (← links)
• The Valuation of a Guaranteed Minimum Maturity Benefit under a Regime-Switching Framework (Q3385434) (← links)
• Pricing and hedging guaranteed minimum withdrawal benefits under a general Lévy framework using the COS method (Q4554481) (← links)
• Hedging Costs for Variable Annuities Under Regime-Switching (Q4562479) (← links)
• CALCULATING VARIABLE ANNUITY LIABILITY “GREEKS” USING MONTE CARLO SIMULATION (Q4563739) (← links)
• A lattice-based model to evaluate variable annuities with guaranteed minimum withdrawal benefits under a regime-switching model (Q4575461) (← links)
• The valuation of GMWB variable annuities under alternative fund distributions and policyholder behaviours (Q4576977) (← links)
• Regression-based Monte Carlo methods for stochastic control models: variable annuities with lifelong guarantees (Q5001178) (← links)
• Lévy modeled GMWB: Pricing with wavelets (Q5083992) (← links)
• STATE-DEPENDENT FEES FOR VARIABLE ANNUITY GUARANTEES (Q5214823) (← links)
• Pricing bounds and bang-bang analysis of the Polaris variable annuities (Q5215446) (← links)
• Pricing of guaranteed minimum withdrawal benefits in variable annuities under stochastic volatility, stochastic interest rates and stochastic mortality via the componentwise splitting method (Q5234308) (← links)
• Willow tree algorithms for pricing Guaranteed Minimum Withdrawal Benefits under jump-diffusion and CEV models (Q5235461) (← links)
• The Existence of Optimal Bang-Bang Controls for GMxB Contracts (Q5250040) (← links)
• Variable Annuities with VIX-Linked Fee Structure under a Heston-Type Stochastic Volatility Model (Q5379238) (← links)
• Policyholder Exercise Behavior in Life Insurance: The State of Affairs (Q5379239) (← links)
• Mitigating Interest Rate Risk in Variable Annuities: An Analysis of Hedging Effectiveness under Model Risk (Q5379240) (← links)
• FOURIER SPACE TIME-STEPPING ALGORITHM FOR VALUING GUARANTEED MINIMUM WITHDRAWAL BENEFITS IN VARIABLE ANNUITIES UNDER REGIME-SWITCHING AND STOCHASTIC MORTALITY (Q5745191) (← links)
• Valuation of general GMWB annuities in a low interest rate environment (Q6072272) (← links)