Pages that link to "Item:Q2228966"
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The following pages link to Risk measurement of a guaranteed annuity option under a stochastic modelling framework (Q2228966):
Displaying 8 items.
- Comonotonic approximations of risk measures for variable annuity guaranteed benefits with dynamic policyholder behavior (Q730548) (← links)
- Pricing and hedging guaranteed annuity options via static option replication. (Q1423359) (← links)
- Putting a price tag on temperature (Q1616809) (← links)
- An efficient algorithm for the valuation of a guaranteed annuity option with correlated financial and mortality risks (Q1697208) (← links)
- Analytical calculation of risk measures for variable annuity guaranteed benefits (Q2447419) (← links)
- A comonotonicity-based valuation method for guaranteed annuity options (Q2448346) (← links)
- AN EFFECTIVE BIAS-CORRECTED BAGGING METHOD FOR THE VALUATION OF LARGE VARIABLE ANNUITY PORTFOLIOS (Q5140083) (← links)
- VALUATION OF GUARANTEED ANNUITY OPTIONS IN AFFINE TERM STRUCTURE MODELS (Q5292284) (← links)