Pages that link to "Item:Q282294"
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The following pages link to Semi-static hedging of variable annuities (Q282294):
Displaying 18 items.
- Pricing and hedging defaultable participating contracts with regime switching and jump risk (Q777938) (← links)
- Pricing and hedging guaranteed annuity options via static option replication. (Q1423359) (← links)
- Optimal surrender strategies and valuations of path-dependent guarantees in variable annuities (Q1622514) (← links)
- Pricing and hedging GMWB in the Heston and in the Black-Scholes with stochastic interest rate models (Q1722758) (← links)
- Optimal surrender of guaranteed minimum maturity benefits under stochastic volatility and interest rates (Q1742704) (← links)
- Pricing variable annuity with surrender guarantee (Q2020572) (← links)
- Efficient valuation of guaranteed minimum maturity benefits in regime switching jump diffusion models with surrender risk (Q2104088) (← links)
- Semi-analytical prices for lookback and barrier options under the Heston model (Q2292063) (← links)
- Move-based hedging of variable annuities: a semi-analytic approach (Q2374095) (← links)
- Hedging guarantees in variable annuities under both equity and interest rate risks (Q2492169) (← links)
- Pricing and hedging of variable annuities with state-dependent fees (Q2513614) (← links)
- Pricing and hedging guaranteed minimum withdrawal benefits under a general Lévy framework using the COS method (Q4554481) (← links)
- LOCAL HEDGING OF VARIABLE ANNUITIES IN THE PRESENCE OF BASIS RISK (Q4562946) (← links)
- TAXATION OF A GMWB VARIABLE ANNUITY IN A STOCHASTIC INTEREST RATE MODEL (Q5140087) (← links)
- Impact of Flexible Periodic Premiums on Variable Annuity Guarantees (Q5379207) (← links)
- Efficient Greek Calculation of Variable Annuity Portfolios for Dynamic Hedging: A Two-Level Metamodeling Approach (Q5379212) (← links)
- TARGET VOLATILITY STRATEGIES FOR GROUP SELF-ANNUITY PORTFOLIOS (Q5866180) (← links)
- Actuarial-consistency and two-step actuarial valuations: a new paradigm to insurance valuation (Q5881716) (← links)