Pages that link to "Item:Q2921838"
From MaRDI portal
The following pages link to Valuation of Equity-indexed Annuities with Stochastic Interest Rate and Jump Diffusion (Q2921838):
Displaying 18 items.
- Pricing equity-indexed annuities under stochastic interest rates using copulas (Q609713) (← links)
- Valuation of inflation-linked annuities in a Lévy market (Q642790) (← links)
- Valuation of equity-indexed annuity under stochastic mortality and interest rate (Q661223) (← links)
- Valuation of guaranteed annuity options using a stochastic volatility model for equity prices (Q661249) (← links)
- Pricing equity-indexed annuities with path-dependent options. (Q1423350) (← links)
- Valuing equity-indexed annuities with icicled barrier options (Q1657865) (← links)
- Pricing of equity indexed annuity under fractional Brownian motion model (Q1723974) (← links)
- Valuation of equity-indexed annuities with regime-switching jump diffusion risk and stochastic mortality risk (Q1934414) (← links)
- Valuation of equity-indexed annuities under correlated jump-diffusion processes (Q2029647) (← links)
- Pricing EIA with cliquet-style guarantees under time-changed Lévy models by frame duality projection (Q2219586) (← links)
- Risk-minimizing hedging strategy for an equity-indexed annuity under a regime switching model (Q2343569) (← links)
- Impact of volatility clustering on equity indexed annuities (Q2374129) (← links)
- Equity-linked annuity pricing with cliquet-style guarantees in regime-switching and stochastic volatility models with jumps (Q2397852) (← links)
- Pricing of Ratchet equity-indexed annuities under stochastic interest rates (Q2463567) (← links)
- Evaluation of equity-indexed annuities under transaction costs (Q2801425) (← links)
- Pricing Equity-indexed Annuities When Discrete Dividends Follow a Markov-Modulated Jump Diffusion Model (Q3462361) (← links)
- Valuation of Equity-Linked Insurance and Annuity Products with Binomial Models (Q5018739) (← links)
- Pricing Ratchet Equity-Indexed Annuities with Early Surrender Risk in a CIR++ Model (Q5742647) (← links)