Pages that link to "Item:Q2670118"
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The following pages link to Valuing guaranteed minimum accumulation benefits by a change of numéraire approach (Q2670118):
Displaying 6 items.
- A Comparative Study of Risk Measures for Guaranteed Minimum Maturity Benefits by a PDE Method (Q5379128) (← links)
- Hedging longevity risk in defined contribution pension schemes (Q6088770) (← links)
- Two-phase selection of representative contracts for valuation of large variable annuity portfolios (Q6152698) (← links)
- Randomization and the valuation of guaranteed minimum death benefits (Q6167872) (← links)
- Time-invariant portfolio strategies in structured products with guaranteed minimum equity exposure (Q6581550) (← links)
- Efficient valuation of variable annuities under regime-switching jump diffusion models with surrender risk and mortality risk (Q6591005) (← links)