Pages that link to "Item:Q730548"
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The following pages link to Comonotonic approximations of risk measures for variable annuity guaranteed benefits with dynamic policyholder behavior (Q730548):
Displaying 15 items.
- Numerical investigation of the solution of higher-order boundary value problems via Euler matrix method (Q725394) (← links)
- The concept of comonotonicity in actuarial science and finance: applications. (Q1413349) (← links)
- Spectral solutions of system of Volterra integro-differential equations and their error analysis (Q1627742) (← links)
- Quantitative modeling of risk management strategies: stochastic reserving and hedging of variable annuity guaranteed benefits (Q1735033) (← links)
- A new method for high-order boundary value problems (Q2126786) (← links)
- Sample recycling method -- a new approach to efficient nested Monte Carlo simulations (Q2155860) (← links)
- Analytical calculation of risk measures for variable annuity guaranteed benefits (Q2447419) (← links)
- A comonotonicity-based valuation method for guaranteed annuity options (Q2448346) (← links)
- Existence and uniqueness of solutions for fractional integro-differential equations and their numerical solutions (Q2657614) (← links)
- A MIXED BOND AND EQUITY FUND MODEL FOR THE VALUATION OF VARIABLE ANNUITIES (Q5157766) (← links)
- SPECTRAL METHODS FOR THE CALCULATION OF RISK MEASURES FOR VARIABLE ANNUITY GUARANTEED BENEFITS (Q5214828) (← links)
- Impact of Flexible Periodic Premiums on Variable Annuity Guarantees (Q5379207) (← links)
- FAST COMPUTATION OF RISK MEASURES FOR VARIABLE ANNUITIES WITH ADDITIONAL EARNINGS BY CONDITIONAL MOMENT MATCHING (Q5745192) (← links)
- Variable annuity pricing, valuation, and risk management: a survey (Q5872568) (← links)
- Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables (Q5887316) (← links)
