Pages that link to "Item:Q5029073"
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The following pages link to Authors’ Reply: Pricing Annuity Guarantees Under a Regime-Switching Model - Discussion by Robert J. Elliott and Tak Kuen Siu (Q5029073):
Displaying 10 items.
- On the price of risk of the underlying Markov chain in a regime-switching exponential Lévy model (Q267876) (← links)
- On a multi-dimensional risk model with regime switching (Q320264) (← links)
- Pricing and managing risks of ruin contingent life annuities under regime switching variance gamma process (Q470735) (← links)
- A hidden Markov regime-switching model for option valuation (Q661263) (← links)
- Application of data clustering and machine learning in variable annuity valuation (Q2015648) (← links)
- Valuation of guaranteed unitized participating life insurance under MEGB2 distribution (Q2296606) (← 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)
- On a reduced form credit risk model with common shock and regime switching (Q2447411) (← links)
- Efficient Greek Calculation of Variable Annuity Portfolios for Dynamic Hedging: A Two-Level Metamodeling Approach (Q5379212) (← links)
