Pages that link to "Item:Q1994570"
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The following pages link to An optimal stochastic control framework for determining the cost of hedging of variable annuities (Q1994570):
Displaying 27 items.
- Optimal dynamic asset allocation for DC plan accumulation/decumulation: ambition-CVaR (Q784441) (← links)
- An options pricing approach to ramping rate restrictions at hydro power plants (Q1656523) (← links)
- Multi-period mean-variance portfolio optimization based on Monte-Carlo simulation (Q1656758) (← links)
- Analysis of optimal dynamic withdrawal policies in withdrawal guarantee products (Q1994588) (← links)
- Variable annuities: market incompleteness and policyholder behavior (Q2038222) (← links)
- Gaussian process regression for pricing variable annuities with stochastic volatility and interest rate (Q2044803) (← links)
- Valuation of variable annuities with guaranteed minimum withdrawal benefit under stochastic interest rate (Q2404547) (← links)
- Modeling partial Greeks of variable annuities with dependence (Q2404548) (← links)
- Pricing and hedging GLWB in the Heston and in the Black-Scholes with stochastic interest rate models (Q2520430) (← links)
- Optimal Management of a Variable Annuity Invested in a Black–Scholes Market Driven by a Multidimensional Fractional Brownian Motion (Q3081439) (← links)
- Real-Time Valuation of Large Variable Annuity Portfolios: A Green Mesh Approach (Q3385433) (← links)
- Risk based capital for guaranteed minimum withdrawal benefit (Q4555091) (← links)
- Hedging Costs for Variable Annuities Under Regime-Switching (Q4562479) (← links)
- Optimal Initiation of Guaranteed Lifelong Withdrawal Benefit with Dynamic Withdrawals (Q4607051) (← links)
- Regression-based Monte Carlo methods for stochastic control models: variable annuities with lifelong guarantees (Q5001178) (← links)
- TAXATION OF A GMWB VARIABLE ANNUITY IN A STOCHASTIC INTEREST RATE MODEL (Q5140087) (← links)
- HEDGING OPTIONS IN A DOUBLY MARKOV-MODULATED FINANCIAL MARKET VIA STOCHASTIC FLOWS (Q5210919) (← links)
- Pricing bounds and bang-bang analysis of the Polaris variable annuities (Q5215446) (← 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)
- Efficient Greek Calculation of Variable Annuity Portfolios for Dynamic Hedging: A Two-Level Metamodeling Approach (Q5379212) (← links)
- Indifference Pricing of a GLWB Option in Variable Annuities (Q5379221) (← links)
- Policyholder Exercise Behavior in Life Insurance: The State of Affairs (Q5379239) (← links)
- FOURIER SPACE TIME-STEPPING ALGORITHM FOR VALUING GUARANTEED MINIMUM WITHDRAWAL BENEFITS IN VARIABLE ANNUITIES UNDER REGIME-SWITCHING AND STOCHASTIC MORTALITY (Q5745191) (← links)
- Hedging longevity risk in defined contribution pension schemes (Q6088770) (← links)
- Risk-neutral valuation of GLWB riders in variable annuities (Q6152701) (← links)
- Valuation of guaranteed lifelong withdrawal benefit with the long-term care option (Q6665599) (← links)
