Pages that link to "Item:Q2252282"
From MaRDI portal
The following pages link to Pricing inflation-linked variable annuities under stochastic interest rates (Q2252282):
Displaying 15 items.
- Valuing inflation-linked death benefits under a stochastic volatility framework (Q343966) (← links)
- Valuation of inflation-linked annuities in a Lévy market (Q642790) (← links)
- Asset allocation for a DC pension fund under stochastic interest rates and inflation-protected guarantee (Q1697221) (← links)
- Stochastic interest model based on compound Poisson process and applications in actuarial science (Q1992621) (← links)
- Pricing variable annuity guarantees in a local volatility framework (Q2015631) (← links)
- Pricing and hedging of inflation-indexed bonds in an affine framework (Q2349617) (← links)
- Optimal annuity portfolio under inflation risk (Q2355721) (← links)
- Pricing and hedging of variable annuities with state-dependent fees (Q2513614) (← links)
- Pricing range notes within Wishart affine models (Q2513635) (← links)
- Valuing guaranteed equity-linked contracts under piecewise constant forces of mortality (Q2520443) (← links)
- Real-Time Valuation of Large Variable Annuity Portfolios: A Green Mesh Approach (Q3385433) (← links)
- Long guarantees with short duration: the rolling annuity (Q4577187) (← links)
- Optimal investment-consumption and life insurance selection problem under inflation. A BSDE approach (Q4639142) (← links)
- Immediate Annuity Pricing in the Presence of Unobserved Heterogeneity (Q5018738) (← links)
- Evaluation of participating endowment life insurance policies in a stochastic environment (Q6593141) (← links)
