Pages that link to "Item:Q2424940"
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The following pages link to Valuing guaranteed equity-linked contracts by Laguerre series expansion (Q2424940):
Displaying 14 items.
- The strong convergence and stability of explicit approximations for nonlinear stochastic delay differential equations (Q2066233) (← links)
- Pricing some life-contingent lookback options under regime-switching Lévy models (Q2075983) (← links)
- Valuing equity-linked death benefits with a threshold expense structure under a regime-switching Lévy model (Q2097450) (← links)
- Equity-linked guaranteed minimum death benefits with dollar cost averaging (Q2234775) (← links)
- Pricing equity-linked death benefits by complex Fourier series expansion in a regime-switching jump diffusion model (Q2242652) (← links)
- Valuing equity-linked death benefits in general exponential Lévy models (Q2332688) (← links)
- Valuing guaranteed equity-linked contracts under piecewise constant forces of mortality (Q2520443) (← links)
- First passage problems of refracted jump diffusion processes and their applications in valuing equity-linked death benefits (Q2673386) (← links)
- Finite Mixture Approximation of CARMA(p,q) Models (Q5013835) (← links)
- Generalized Bernoulli-Laguerre polynomials: applications in coupled nonlinear system of variable-order fractional PDEs (Q6142073) (← links)
- Valuing equity-linked guaranteed minimum death benefits with \textit{European}-style \textit{Asian} payoffs under a regime switching jump-diffusion model (Q6144094) (← links)
- Randomization and the valuation of guaranteed minimum death benefits (Q6167872) (← links)
- Valuation and optimal surrender of variable annuities with guaranteed minimum benefits and periodic fees (Q6169661) (← links)
- Valuing equity-linked death benefits on multiple life with time until death following a \(K_n\) distribution (Q6534962) (← links)
