Pages that link to "Item:Q4569594"
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The following pages link to An Introduction to Computational Risk Management of Equity-Linked Insurance (Q4569594):
Displaying 10 items.
- Quantitative modeling of risk management strategies: stochastic reserving and hedging of variable annuity guaranteed benefits (Q1735033) (← links)
- A tail measure with variable risk tolerance: application in dynamic portfolio insurance strategy (Q2152243) (← links)
- Sample recycling method -- a new approach to efficient nested Monte Carlo simulations (Q2155860) (← links)
- Nested Monte Carlo simulation in financial reporting: a review and a new hybrid approach (Q5014496) (← links)
- Variable annuity pricing, valuation, and risk management: a survey (Q5872568) (← links)
- Holistic principle for risk aggregation and capital allocation (Q6148774) (← links)
- So You Want to Price and Invest in Options? (Q6157659) (← links)
- Risk allocation through shapley decompositions, with applications to variable annuities (Q6174080) (← links)
- A Comparison of Index-Linked Annuities (Q6549257) (← links)
- Coping with longevity via hedging: fair dynamic valuation of variable annuities (Q6573823) (← links)