Pages that link to "Item:Q5379237"
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The following pages link to Pricing Surrender Risk in Ratchet Equity-Index Annuities under Regime-Switching Lévy Processes (Q5379237):
Displaying 11 items.
- Pricing and managing risks of ruin contingent life annuities under regime switching variance gamma process (Q470735) (← links)
- Pricing some life-contingent lookback options under regime-switching Lévy models (Q2075983) (← links)
- Valuation of a DB underpin hybrid pension under a regime-switching Lévy model (Q2088855) (← links)
- Valuing equity-linked death benefits with a threshold expense structure under a regime-switching Lévy model (Q2097450) (← links)
- Pricing EIA with cliquet-style guarantees under time-changed Lévy models by frame duality projection (Q2219586) (← links)
- Option pricing in Markov-modulated exponential Lévy models with stochastic interest rates (Q2424929) (← links)
- Bayesian multivariate regime-switching models and the impact of correlation structure misspecification in variable annuity pricing (Q5217905) (← links)
- Pricing Ratchet Equity-Indexed Annuities with Early Surrender Risk in a CIR++ Model (Q5742647) (← links)
- Pricing equity-linked guaranteed minimum death benefits with surrender risk by complex Fourier series expansion method (Q6058844) (← links)
- Valuing variable annuities with path-dependent surrender guarantees under regime-switching Lévy models (Q6098033) (← links)
- Valuation and optimal surrender of variable annuities with guaranteed minimum benefits and periodic fees (Q6169661) (← links)
