Pages that link to "Item:Q2520443"
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The following pages link to Valuing guaranteed equity-linked contracts under piecewise constant forces of mortality (Q2520443):
Displaying 15 items.
- Valuation of endowment-insurance equity-linked contracts for stocks with exotic dynamics (Q904606) (← links)
- Valuing equity-linked death benefits in jump diffusion models (Q2015627) (← links)
- Pricing some life-contingent lookback options under regime-switching Lévy models (Q2075983) (← links)
- Valuation of cliquet-style guarantees with death benefits (Q2083377) (← 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 equity-linked death benefits with a threshold expense strategy (Q2347060) (← links)
- Valuing guaranteed equity-linked contracts by Laguerre series expansion (Q2424940) (← links)
- Valuing equity-linked death benefits and other contingent options: a discounted density approach (Q2444708) (← links)
- VALUING EQUITY-LINKED DEATH BENEFITS IN A REGIME-SWITCHING FRAMEWORK (Q4563742) (← 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)
