Pages that link to "Item:Q1697208"
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The following pages link to An efficient algorithm for the valuation of a guaranteed annuity option with correlated financial and mortality risks (Q1697208):
Displaying 10 items.
- Pricing a guaranteed annuity option under correlated and regime-switching risk factors (Q903675) (← links)
- Is mortality or interest rate the most important risk in annuity models? A comparison of sensitivity analysis methods (Q2212159) (← links)
- Annuity contract valuation under dependent risks (Q2300949) (← links)
- A comonotonicity-based valuation method for guaranteed annuity options (Q2448346) (← links)
- A generalized pricing framework addressing correlated mortality and interest risks: a change of probability measure approach (Q2812013) (← links)
- VALUATION OF GUARANTEED ANNUITY OPTIONS IN AFFINE TERM STRUCTURE MODELS (Q5292284) (← links)
- Variable annuity pricing, valuation, and risk management: a survey (Q5872568) (← links)
- Actuarial-consistency and two-step actuarial valuations: a new paradigm to insurance valuation (Q5881716) (← links)
- Pricing guaranteed annuity options in a linear-rational Wishart mortality model (Q6199669) (← links)
- Valuation of mixed life insurance contracts under stochastic correlated mortality and interest rates (Q6550182) (← links)
