Pages that link to "Item:Q2276231"
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The following pages link to An application of comonotonicity theory in a stochastic life annuity framework (Q2276231):
Displaying 10 items.
- Comonotonic approximations of risk measures for variable annuity guaranteed benefits with dynamic policyholder behavior (Q730548) (← links)
- Life anuities with stochastic survival probabilities: A review (Q835685) (← links)
- Comonotonic approximations to quantiles of life annuity conditional expected present value (Q998302) (← links)
- The concept of comonotonicity in actuarial science and finance: applications. (Q1413349) (← links)
- An efficient algorithm for the valuation of a guaranteed annuity option with correlated financial and mortality risks (Q1697208) (← links)
- Annuity contract valuation under dependent risks (Q2300949) (← links)
- A comonotonicity-based valuation method for guaranteed annuity options (Q2448346) (← links)
- Approximations for life annuity contracts in a stochastic financial environment (Q2581779) (← links)
- A generalized pricing framework addressing correlated mortality and interest risks: a change of probability measure approach (Q2812013) (← links)
- Annuity Uncertainty with Stochastic Mortality and Interest Rates (Q5742640) (← links)