Pages that link to "Item:Q1622514"
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The following pages link to Optimal surrender strategies and valuations of path-dependent guarantees in variable annuities (Q1622514):
Displaying 19 items.
- Valuation of guaranteed minimum maturity benefits in variable annuities with surrender options (Q343983) (← links)
- Optimal surrender policy for variable annuity guarantees (Q743150) (← links)
- Optimal surrender of guaranteed minimum maturity benefits under stochastic volatility and interest rates (Q1742704) (← links)
- Pricing variable annuity with surrender guarantee (Q2020572) (← links)
- Efficient valuation of guaranteed minimum maturity benefits in regime switching jump diffusion models with surrender risk (Q2104088) (← links)
- Variable annuity with a surrender option under multiscale stochastic volatility (Q2111544) (← links)
- An analytical study of participating policies with minimum rate guarantee and surrender option (Q2120540) (← links)
- Optimal finite horizon contract with limited commitment (Q2120602) (← links)
- Finite horizon portfolio selection with durable goods (Q2236188) (← links)
- Efficient valuation of a variable annuity contract with a surrender option (Q2300964) (← links)
- Optimal initiation of a GLWB in a variable annuity: no arbitrage approach (Q2513460) (← links)
- Analysis of VIX-linked fee incentives in variable annuities via continuous-time Markov chain approximation (Q6053120) (← links)
- Valuing variable annuities with path-dependent surrender guarantees under regime-switching Lévy models (Q6098033) (← links)
- Horizon effect on optimal retirement decision (Q6101026) (← links)
- Variational inequality arising from variable annuity with mean reversion environment (Q6142192) (← links)
- Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods (Q6156163) (← links)
- Valuation and optimal surrender of variable annuities with guaranteed minimum benefits and periodic fees (Q6169661) (← links)
- Optimal surrender policy of guaranteed minimum maturity benefits in variable annuities with regime-switching volatility (Q6484469) (← links)
- Efficient valuation of variable annuities under regime-switching jump diffusion models with surrender risk and mortality risk (Q6591005) (← links)
