Pages that link to "Item:Q2507939"

The following pages link to Financial valuation of guaranteed minimum withdrawal benefits (Q2507939):

Displaying 50 items.

• An identity of hitting times and its application to the valuation of guaranteed minimum withdrawal benefit (Q253095) (← links)
• Statutory financial reporting for variable annuity guaranteed death benefits: market practice, mathematical modeling and computation (Q282266) (← links)
• Semi-static hedging of variable annuities (Q282294) (← links)
• Closed-form solutions for guaranteed minimum accumulation and death benefits (Q303739) (← links)
• Valuation of guaranteed minimum maturity benefits in variable annuities with surrender options (Q343983) (← links)
• Iterative methods for the solution of a singular control formulation of a GMWB pricing problem (Q453330) (← links)
• Optimal life cycle portfolio choice with variable annuities offering liquidity and investment downside protection (Q492666) (← links)
• Valuing variable annuities with guaranteed minimum lifetime withdrawal benefits (Q495479) (← links)
• Pricing guaranteed minimum/lifetime withdrawal benefits with various provisions under investment, interest rate and mortality risks (Q495504) (← links)
• Analytical valuation and hedging of variable annuity guaranteed lifetime withdrawal benefits (Q506067) (← links)
• Valuing variable annuity guarantees with the multivariate Esscher transform (Q654817) (← links)
• Valuation perspectives and decompositions for variable annuities with GMWB riders (Q743168) (← links)
• A numerical scheme for the impulse control formulation for pricing variable annuities with a guaranteed minimum withdrawal benefit (GMWB) (Q937233) (← links)
• The effect of modelling parameters on the value of GMWB guarantees (Q938050) (← links)
• On modelling long term stock returns with ergodic diffusion processes: arbitrage and arbitrage-free specifications (Q1039919) (← links)
• VIX-linked fees for GMWBs via explicit solution simulation methods (Q1667404) (← links)
• Valuation of variable long-term care annuities with guaranteed lifetime withdrawal benefits: a variance reduction approach (Q1697245) (← links)
• Pricing and hedging GMWB in the Heston and in the Black-Scholes with stochastic interest rate models (Q1722758) (← links)
• Quantitative modeling of risk management strategies: stochastic reserving and hedging of variable annuity guaranteed benefits (Q1735033) (← links)
• An optimal stochastic control framework for determining the cost of hedging of variable annuities (Q1994570) (← links)
• Analysis of optimal dynamic withdrawal policies in withdrawal guarantee products (Q1994588) (← links)
• Application of data clustering and machine learning in variable annuity valuation (Q2015648) (← links)
• Variable annuities: market incompleteness and policyholder behavior (Q2038222) (← links)
• A flexible lattice framework for valuing options on assets paying discrete dividends and variable annuities embedding GMWB riders (Q2145706) (← links)
• Valuation of annuity guarantees under a self-exciting switching jump model (Q2152249) (← links)
• Portfolio optimization with a guaranteed minimum maturity benefit and risk-adjusted fees (Q2152251) (← links)
• Valuation of guaranteed minimum maturity benefits under generalised regime-switching models using the Fourier cosine method (Q2155842) (← links)
• Refundable income annuities: feasibility of money-back guarantees (Q2155846) (← links)
• Valuation of variable annuities with guaranteed minimum withdrawal and death benefits via stochastic control optimization (Q2347054) (← links)
• Pricing annuity guarantees under a double regime-switching model (Q2347059) (← links)
• Valuation of large variable annuity portfolios under nested simulation: a functional data approach (Q2347065) (← links)
• Impact of volatility clustering on equity indexed annuities (Q2374129) (← links)
• Valuation of variable annuities with guaranteed minimum withdrawal benefit under stochastic interest rate (Q2404547) (← links)
• Affordable and adequate annuities with stable payouts: fantasy or reality? (Q2415961) (← links)
• A flexible tree for evaluating guaranteed minimum withdrawal benefits under deferred life annuity contracts with various provisions (Q2442519) (← links)
• A comonotonicity-based valuation method for guaranteed annuity options (Q2448346) (← links)
• A general model for the analysis and valuation of guaranteed minimum benefits in fonds policies (Q2465907) (← links)
• Optimal initiation of a GLWB in a variable annuity: no arbitrage approach (Q2513460) (← links)
• Systematic mortality risk: an analysis of guaranteed lifetime withdrawal benefits in variable annuities (Q2513624) (← links)
• Pricing and hedging GLWB in the Heston and in the Black-Scholes with stochastic interest rate models (Q2520430) (← links)
• Valuing guaranteed equity-linked contracts under piecewise constant forces of mortality (Q2520443) (← links)
• A neural network approach to efficient valuation of large portfolios of variable annuities (Q2520445) (← links)
• Pricing and hedging of guaranteed minimum benefits under regime-switching and stochastic mortality (Q2520456) (← links)
• Quadratic hedging for sequential claims with random weights in discrete time (Q2661622) (← links)
• Optimal fee structure of variable annuities (Q2665877) (← links)
• Valuing guaranteed minimum accumulation benefits by a change of numéraire approach (Q2670118) (← links)
• Weakly chained matrices, policy iteration, and impulse control (Q2805130) (← links)
• Pricing guaranteed minimum withdrawal benefits under stochastic interest rates (Q2869985) (← links)
• Analytical Approximation of Variable Annuities for Small Volatility and Small Withdrawal (Q2967980) (← links)
• GUARANTEED MINIMUM WITHDRAWAL BENEFIT IN VARIABLE ANNUITIES (Q3005845) (← links)