Pages that link to "Item:Q2300949"
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The following pages link to Annuity contract valuation under dependent risks (Q2300949):
Displaying 7 items.
- An efficient algorithm for the valuation of a guaranteed annuity option with correlated financial and mortality risks (Q1697208) (← links)
- Is mortality or interest rate the most important risk in annuity models? A comparison of sensitivity analysis methods (Q2212159) (← links)
- An application of comonotonicity theory in a stochastic life annuity framework (Q2276231) (← links)
- Analytical calculation of risk measures for variable annuity guaranteed benefits (Q2447419) (← links)
- Bond pricing formulas for Markov-modulated affine term structure models (Q2666684) (← links)
- Valuing guaranteed minimum accumulation benefits by a change of numéraire approach (Q2670118) (← links)
- A generalized pricing framework addressing correlated mortality and interest risks: a change of probability measure approach (Q2812013) (← links)