Pages that link to "Item:Q661223"
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The following pages link to Valuation of equity-indexed annuity under stochastic mortality and interest rate (Q661223):
Displaying 25 items.
- Statistical emulators for pricing and hedging longevity risk products (Q320257) (← links)
- Pricing equity-indexed annuities under stochastic interest rates using copulas (Q609713) (← links)
- Pricing equity-indexed annuities with path-dependent options. (Q1423350) (← links)
- Valuing equity-indexed annuities with icicled barrier options (Q1657865) (← links)
- Pricing of equity indexed annuity under fractional Brownian motion model (Q1723974) (← links)
- Valuation of equity-indexed annuities with regime-switching jump diffusion risk and stochastic mortality risk (Q1934414) (← links)
- Equity-linked products: evaluation of the dynamic hedging errors under stochastic mortality (Q1936470) (← links)
- Application of data clustering and machine learning in variable annuity valuation (Q2015648) (← links)
- Valuation of cliquet-style guarantees with death benefits (Q2083377) (← links)
- Valuation of mortality risk via the instantaneous Sharpe ratio: applications to life annuities (Q2271661) (← links)
- Annuity contract valuation under dependent risks (Q2300949) (← links)
- Pricing annuity guarantees under a double regime-switching model (Q2347059) (← links)
- The joint mortality of couples in continuous time (Q2364010) (← links)
- Pricing of Ratchet equity-indexed annuities under stochastic interest rates (Q2463567) (← links)
- Pricing range notes within Wishart affine models (Q2513635) (← links)
- The design of equity-indexed annuities (Q2518533) (← links)
- Evaluation of equity-indexed annuities under transaction costs (Q2801425) (← links)
- Valuation of Equity-indexed Annuities with Stochastic Interest Rate and Jump Diffusion (Q2921838) (← links)
- Optimal time-consistent portfolio and contribution selection for defined benefit pension schemes under mean-variance criterion (Q2929387) (← links)
- Pricing Equity-indexed Annuities When Discrete Dividends Follow a Markov-Modulated Jump Diffusion Model (Q3462361) (← links)
- Valuation of Equity-Linked Insurance and Annuity Products with Binomial Models (Q5018739) (← links)
- Valuation of contingent claims with stochastic interest rate and mortality driven by Lévy processes (Q5077430) (← links)
- Pricing and hedging equity-indexed annuities via local risk-minimization (Q5078428) (← links)
- Pricing ratchet equity index annuity with mortality risk by complex Fourier series method (Q6049332) (← links)
- Valuation and optimal surrender of variable annuities with guaranteed minimum benefits and periodic fees (Q6169661) (← links)
