Pages that link to "Item:Q4991063"
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The following pages link to Variable annuities in a Lévy-based hybrid model with surrender risk (Q4991063):
Displaying 11 items.
- Pricing variable annuity with surrender guarantee (Q2020572) (← links)
- Variable annuity with a surrender option under multiscale stochastic volatility (Q2111544) (← links)
- Valuation of guaranteed minimum maturity benefits under generalised regime-switching models using the Fourier cosine method (Q2155842) (← links)
- Equity-linked guaranteed minimum death benefits with dollar cost averaging (Q2234775) (← links)
- Fourier based methods for the management of complex life insurance products (Q2665862) (← links)
- Valuation of guaranteed minimum maturity benefits under mean reversion and jump models with surrender risk (Q6126076) (← links)
- Valuation and optimal surrender of variable annuities with guaranteed minimum benefits and periodic fees (Q6169661) (← links)
- Variable annuities valuation under a mixed fractional Brownian motion environment with jumps considering mortality risk (Q6580760) (← links)
- Efficient valuation of variable annuities under regime-switching jump diffusion models with surrender risk and mortality risk (Q6591005) (← links)
- Insurance-finance arbitrage (Q6641072) (← links)
- The bilateral Gamma motion: calibration and option pricing (Q6643155) (← links)