Pages that link to "Item:Q1934414"

The following pages link to Valuation of equity-indexed annuities with regime-switching jump diffusion risk and stochastic mortality risk (Q1934414):

Displaying 9 items.

• Valuation of equity-indexed annuity under stochastic mortality and interest rate (Q661223) (← links)
• Equity-linked products: evaluation of the dynamic hedging errors under stochastic mortality (Q1936470) (← links)
• Valuation of equity-indexed annuities under correlated jump-diffusion processes (Q2029647) (← links)
• Valuation of mortality risk via the instantaneous Sharpe ratio: applications to life annuities (Q2271661) (← links)
• Risk-minimizing hedging strategy for an equity-indexed annuity under a regime switching model (Q2343569) (← links)
• Pricing annuity guarantees under a double regime-switching model (Q2347059) (← links)
• Valuation of Equity-indexed Annuities with Stochastic Interest Rate and Jump Diffusion (Q2921838) (← links)
• Pricing Equity-indexed Annuities When Discrete Dividends Follow a Markov-Modulated Jump Diffusion Model (Q3462361) (← links)
• Pricing Ratchet Equity-Indexed Annuities with Early Surrender Risk in a CIR++ Model (Q5742647) (← links)