Pages that link to "Item:Q492634"
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The following pages link to Mortality modelling with regime-switching for the valuation of a guaranteed annuity option (Q492634):
Displaying 14 items.
- Pricing and managing risks of ruin contingent life annuities under regime switching variance gamma process (Q470735) (← links)
- Modeling mortality and pricing life annuities with Lévy processes (Q495501) (← links)
- Calibrating Gompertz in reverse: what is your longevity-risk-adjusted global age? (Q784405) (← links)
- Pricing a guaranteed annuity option under correlated and regime-switching risk factors (Q903675) (← links)
- An efficient algorithm for the valuation of a guaranteed annuity option with correlated financial and mortality risks (Q1697208) (← links)
- Longevity risk and capital markets: the 2015--16 update (Q1697233) (← links)
- Longevity risk and capital markets: the 2019--20 update (Q2038265) (← links)
- Exact long time behavior of some regime switching stochastic processes (Q2203615) (← links)
- Valuation of mortality risk via the instantaneous Sharpe ratio: applications to life annuities (Q2271661) (← links)
- Pricing annuity guarantees under a double regime-switching model (Q2347059) (← links)
- Bond pricing formulas for Markov-modulated affine term structure models (Q2666684) (← links)
- Valuing guaranteed minimum accumulation benefits by a change of numéraire approach (Q2670118) (← links)
- A numerical method for annuity-purchasing decision making to minimize the probability of financial ruin for regime-switching wealth models (Q2995514) (← links)
- Longevity Risk and Capital Markets: The 2017–2018 Update (Q4987087) (← links)
