Pages that link to "Item:Q2155842"
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The following pages link to Valuation of guaranteed minimum maturity benefits under generalised regime-switching models using the Fourier cosine method (Q2155842):
Displaying 14 items.
- Efficient valuation of guaranteed minimum maturity benefits in regime switching jump diffusion models with surrender risk (Q2104088) (← links)
- The Valuation of a Guaranteed Minimum Maturity Benefit under a Regime-Switching Framework (Q3385434) (← links)
- A Comparative Study of Risk Measures for Guaranteed Minimum Maturity Benefits by a PDE Method (Q5379128) (← links)
- FOURIER SPACE TIME-STEPPING ALGORITHM FOR VALUING GUARANTEED MINIMUM WITHDRAWAL BENEFITS IN VARIABLE ANNUITIES UNDER REGIME-SWITCHING AND STOCHASTIC MORTALITY (Q5745191) (← links)
- Pricing equity-linked guaranteed minimum death benefits with surrender risk by complex Fourier series expansion method (Q6058844) (← links)
- Valuation of general GMWB annuities in a low interest rate environment (Q6072272) (← links)
- Asset-liability management with state-dependent utility in the regime-switching market (Q6115891) (← links)
- Valuation of guaranteed minimum maturity benefits under mean reversion and jump models with surrender risk (Q6126076) (← links)
- Valuing equity-linked guaranteed minimum death benefits with \textit{European}-style \textit{Asian} payoffs under a regime switching jump-diffusion model (Q6144094) (← links)
- European option pricing with market frictions, regime switches and model uncertainty (Q6152695) (← links)
- Valuation of variable annuities under stochastic volatility and stochastic jump intensity (Q6169665) (← links)
- Efficient valuation of variable annuities under regime-switching jump diffusion models with surrender risk and mortality risk (Q6591005) (← links)
- The valuation of American options with the stochastic liquidity risk and jump risk (Q6608229) (← links)
- Valuation of guaranteed lifelong withdrawal benefit with the long-term care option (Q6665599) (← links)
