Pages that link to "Item:Q5234308"
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The following pages link to Pricing of guaranteed minimum withdrawal benefits in variable annuities under stochastic volatility, stochastic interest rates and stochastic mortality via the componentwise splitting method (Q5234308):
Displaying 23 items.
- Pricing guaranteed minimum/lifetime withdrawal benefits with various provisions under investment, interest rate and mortality risks (Q495504) (← links)
- A numerical scheme for the impulse control formulation for pricing variable annuities with a guaranteed minimum withdrawal benefit (GMWB) (Q937233) (← links)
- The effect of modelling parameters on the value of GMWB guarantees (Q938050) (← links)
- Pricing variable annuity with surrender guarantee (Q2020572) (← links)
- Variable annuities: market incompleteness and policyholder behavior (Q2038222) (← links)
- Gaussian process regression for pricing variable annuities with stochastic volatility and interest rate (Q2044803) (← links)
- Pricing equity-linked life insurance contracts with multiple risk factors by neural networks (Q2059681) (← 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)
- Valuation of variable annuities with guaranteed minimum withdrawal and death benefits via stochastic control optimization (Q2347054) (← links)
- Valuation of variable annuities with guaranteed minimum withdrawal benefit under stochastic interest rate (Q2404547) (← links)
- Optimal initiation of a GLWB in a variable annuity: no arbitrage approach (Q2513460) (← links)
- Pricing and hedging GLWB in the Heston and in the Black-Scholes with stochastic interest rate models (Q2520430) (← links)
- Fourier based methods for the management of complex life insurance products (Q2665862) (← links)
- Pricing guaranteed minimum withdrawal benefits under stochastic interest rates (Q2869985) (← links)
- Variable annuities in a Lévy-based hybrid model with surrender risk (Q4991063) (← links)
- TAXATION OF A GMWB VARIABLE ANNUITY IN A STOCHASTIC INTEREST RATE MODEL (Q5140087) (← links)
- Willow tree algorithms for pricing Guaranteed Minimum Withdrawal Benefits under jump-diffusion and CEV models (Q5235461) (← links)
- FOURIER SPACE TIME-STEPPING ALGORITHM FOR VALUING GUARANTEED MINIMUM WITHDRAWAL BENEFITS IN VARIABLE ANNUITIES UNDER REGIME-SWITCHING AND STOCHASTIC MORTALITY (Q5745191) (← links)
- Valuation of general GMWB annuities in a low interest rate environment (Q6072272) (← 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)
- Valuation of variable annuities under stochastic volatility and stochastic jump intensity (Q6169665) (← links)
