The following pages link to Stochastic Life Annuities (Q5019716):
Displaying 17 items.
- Valuation of employee stock options using the exercise multiple approach and life tables (Q320251) (← links)
- The Gerber-Shiu function and the generalized Cramér-Lundberg model (Q426292) (← links)
- Geometric stopping of a random walk and its applications to valuing equity-linked death benefits (Q495497) (← links)
- Analytical valuation and hedging of variable annuity guaranteed lifetime withdrawal benefits (Q506067) (← links)
- A recursive approach to mortality-linked derivative pricing (Q634010) (← links)
- On a dual model with a dividend threshold (Q1017775) (← links)
- Valuing equity-linked death benefits in jump diffusion models (Q2015627) (← links)
- Valuation of cliquet-style guarantees with death benefits (Q2083377) (← links)
- An application of comonotonicity theory in a stochastic life annuity framework (Q2276231) (← links)
- Valuing equity-linked death benefits in general exponential Lévy models (Q2332688) (← links)
- Valuing guaranteed equity-linked contracts by Laguerre series expansion (Q2424940) (← links)
- Valuing equity-linked death benefits and other contingent options: a discounted density approach (Q2444708) (← links)
- Discrete sums of geometric Brownian motions, annuities and Asian options (Q2520429) (← links)
- Valuing guaranteed equity-linked contracts under piecewise constant forces of mortality (Q2520443) (← links)
- Moments of Discounted Dividends for a Threshold Strategy in the Compound Poisson Risk Model (Q5022546) (← links)
- Efficiency of institutional spending and investment rules (Q5117681) (← links)
- Annuity Uncertainty with Stochastic Mortality and Interest Rates (Q5742640) (← links)
