Pages that link to "Item:Q6169661"
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The following pages link to Valuation and optimal surrender of variable annuities with guaranteed minimum benefits and periodic fees (Q6169661):
Displaying 12 items.
- Closed-form solutions for guaranteed minimum accumulation and death benefits (Q303739) (← links)
- Valuation of guaranteed minimum maturity benefits in variable annuities with surrender options (Q343983) (← links)
- Optimal surrender strategies and valuations of path-dependent guarantees in variable annuities (Q1622514) (← links)
- Guaranteed minimum surrender benefits in variable annuities: the impact of regulator-imposed guarantees (Q1689021) (← links)
- An analytical study of participating policies with minimum rate guarantee and surrender option (Q2120540) (← links)
- Variable annuities with a threshold fee: valuation, numerical implementation and comparative static analysis (Q2331000) (← links)
- A general model for the analysis and valuation of guaranteed minimum benefits in fonds policies (Q2465907) (← links)
- Analysis of VIX-linked fee incentives in variable annuities via continuous-time Markov chain approximation (Q6053120) (← links)
- Pricing equity-linked guaranteed minimum death benefits with surrender risk by complex Fourier series expansion method (Q6058844) (← links)
- Robust time-consistent strategy for the defined contribution pension plan with a minimum guarantee under ambiguity (Q6060710) (← links)
- Valuing variable annuities with path-dependent surrender guarantees under regime-switching Lévy models (Q6098033) (← links)
- The bilateral Gamma motion: calibration and option pricing (Q6643155) (← links)
