Pages that link to "Item:Q506067"

The following pages link to Analytical valuation and hedging of variable annuity guaranteed lifetime withdrawal benefits (Q506067):

Displaying 26 items.

• Statutory financial reporting for variable annuity guaranteed death benefits: market practice, mathematical modeling and computation (Q282266) (← links)
• Valuation of guaranteed minimum maturity benefits in variable annuities with surrender options (Q343983) (← links)
• Valuing variable annuities with guaranteed minimum lifetime withdrawal benefits (Q495479) (← links)
• Valuation of variable long-term care annuities with guaranteed lifetime withdrawal benefits: a variance reduction approach (Q1697245) (← links)
• Exponential functionals of Lévy processes and variable annuity guaranteed benefits (Q1713470) (← links)
• Quantitative modeling of risk management strategies: stochastic reserving and hedging of variable annuity guaranteed benefits (Q1735033) (← links)
• Valuation of cliquet-style guarantees with death benefits (Q2083377) (← links)
• Valuation of guaranteed minimum maturity benefits under generalised regime-switching models using the Fourier cosine method (Q2155842) (← links)
• Sample recycling method -- a new approach to efficient nested Monte Carlo simulations (Q2155860) (← links)
• Valuing equity-linked death benefits in general exponential Lévy models (Q2332688) (← links)
• Accounting and actuarial smoothing of retirement payouts in participating life annuities (Q2374120) (← links)
• Valuing guaranteed equity-linked contracts by Laguerre series expansion (Q2424940) (← links)
• A flexible tree for evaluating guaranteed minimum withdrawal benefits under deferred life annuity contracts with various provisions (Q2442519) (← links)
• Analytical calculation of risk measures for variable annuity guaranteed benefits (Q2447419) (← links)
• Systematic mortality risk: an analysis of guaranteed lifetime withdrawal benefits in variable annuities (Q2513624) (← links)
• Geometric Brownian motion with affine drift and its time-integral (Q2663830) (← links)
• Valuing guaranteed minimum accumulation benefits by a change of numéraire approach (Q2670118) (← links)
• Valuing guaranteed withdrawal benefits with stochastic interest rates and volatility (Q2879036) (← links)
• Optimal Initiation of Guaranteed Lifelong Withdrawal Benefit with Dynamic Withdrawals (Q4607051) (← links)
• Nested Monte Carlo simulation in financial reporting: a review and a new hybrid approach (Q5014496) (← links)
• Analytic valuation of GMDB options with utility based asset allocation (Q5042792) (← links)
• Potential measures and expected present value of operating costs until ruin in renewal risk models with general interclaim times (Q5376475) (← links)
• Variable annuity pricing, valuation, and risk management: a survey (Q5872568) (← links)
• Conditional moment matching and stratified approximation for pricing and hedging periodic-premium variable annuities (Q6549639) (← links)
• Coping with longevity via hedging: fair dynamic valuation of variable annuities (Q6573823) (← links)
• Analytic valuation of guaranteed lifetime withdrawal benefits with a modified ratchet (Q6607484) (← links)