Pages that link to "Item:Q5718216"
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The following pages link to Valuation of the Reset Options Embedded in Some Equity-Linked Insurance Products (Q5718216):
Displaying 12 items.
- A binomial model for valuing equity-linked policies embedding surrender options (Q931165) (← links)
- Moment matching machine learning methods for risk management of large variable annuity portfolios (Q1657175) (← links)
- Valuation on an outside-reset option with multiple resettable levels and dates (Q1722684) (← links)
- Exact solutions for a strike reset put option and a shout call option (Q1933866) (← links)
- Application of data clustering and machine learning in variable annuity valuation (Q2015648) (← links)
- Comparison of low discrepancy mesh methods for pricing Bermudan options under a Lévy process (Q2229844) (← links)
- Real-Time Valuation of Large Variable Annuity Portfolios: A Green Mesh Approach (Q3385433) (← links)
- INTEGRAL EQUATION FORMULATION FOR SHOUT OPTIONS (Q4683923) (← links)
- Pricing Surrender Risk in Ratchet Equity-Index Annuities under Regime-Switching Lévy Processes (Q5379237) (← links)
- Pricing Bermudan options using low-discrepancy mesh methods (Q5397421) (← links)
- Understanding the Behavior and Hedging of Segregated Funds Offering the Reset Feature (Q5715864) (← links)
- Pricing Guaranteed Life Insurance Participating Policies with Annual Premiums and Surrender Option (Q5715916) (← links)
