The following pages link to Valuing Equity-Indexed Annuities (Q5718140):
Displaying 50 items.
- Applications of central limit theorems for equity-linked insurance (Q343984) (← links)
- Optimal surrender strategies for equity-indexed annuity investors with partial information (Q449377) (← links)
- Geometric stopping of a random walk and its applications to valuing equity-linked death benefits (Q495497) (← links)
- Pricing equity-indexed annuities under stochastic interest rates using copulas (Q609713) (← links)
- Valuation of equity-indexed annuity under stochastic mortality and interest rate (Q661223) (← links)
- The pricing of dynamic fund protection with default risk (Q679581) (← links)
- Optimal stopping behavior of equity-linked investment products with regime switching (Q817296) (← links)
- Reset and withdrawal rights in dynamic fund protection (Q868324) (← links)
- Pricing equity-linked pure endowments with risky assets that follow Lévy processes (Q882858) (← links)
- Optimal surrender strategies for equity-indexed annuity investors (Q1003810) (← links)
- Pricing equity-linked pure endowments via the principle of equivalent utility. (Q1423334) (← links)
- Pricing equity-indexed annuities with path-dependent options. (Q1423350) (← links)
- Valuing equity-indexed annuities with icicled barrier options (Q1657865) (← links)
- Equity-linked life insurance based on traditional products: the case of select products (Q1689023) (← links)
- Pricing of equity indexed annuity under fractional Brownian motion model (Q1723974) (← links)
- Equity-linked products: evaluation of the dynamic hedging errors under stochastic mortality (Q1936470) (← links)
- Valuation of equity-indexed annuities under correlated jump-diffusion processes (Q2029647) (← links)
- Valuation of cliquet-style guarantees with death benefits (Q2083377) (← links)
- Pricing two-asset alternating barrier options with icicles and their variations (Q2131928) (← links)
- Pricing EIA with cliquet-style guarantees under time-changed Lévy models by frame duality projection (Q2219586) (← links)
- A dimension-reduction algorithm for the valuation of surrender options in EIA contracts with stochastic interest rates (Q2229798) (← links)
- Equity-linked guaranteed minimum death benefits with dollar cost averaging (Q2234775) (← links)
- Valuation of guaranteed unitized participating life insurance under MEGB2 distribution (Q2296606) (← links)
- Risk-minimizing hedging strategy for an equity-indexed annuity under a regime switching model (Q2343569) (← links)
- Pricing annuity guarantees under a double regime-switching model (Q2347059) (← links)
- Impact of volatility clustering on equity indexed annuities (Q2374129) (← links)
- Equity-linked annuity pricing with cliquet-style guarantees in regime-switching and stochastic volatility models with jumps (Q2397852) (← links)
- Discrete-time local risk minimization of payment processes and applications to equity-linked life-insurance contracts (Q2427802) (← links)
- Valuing equity-linked death benefits and other contingent options: a discounted density approach (Q2444708) (← links)
- Pricing of Ratchet equity-indexed annuities under stochastic interest rates (Q2463567) (← links)
- The design of equity-indexed annuities (Q2518533) (← links)
- Valuing guaranteed equity-linked contracts under piecewise constant forces of mortality (Q2520443) (← links)
- Multiscale stochastic elasticity of variance for options and equity linked annuity; a Mellin transform approach (Q2666525) (← links)
- Valuation of Equity-indexed Annuities with Stochastic Interest Rate and Jump Diffusion (Q2921838) (← links)
- Optimal design of equity-linked products with a probabilistic constraint (Q3077741) (← links)
- Pricing Asian Options and Equity-Indexed Annuities with Regime Switching by the Trinomial Tree Method (Q3088977) (← links)
- Pricing Equity-indexed Annuities When Discrete Dividends Follow a Markov-Modulated Jump Diffusion Model (Q3462361) (← links)
- Equity-linked annuities with multiscale hybrid stochastic and local volatility (Q4576978) (← links)
- PRICING IN AN INCOMPLETE MARKET WITH AN AFFINE TERM STRUCTURE (Q4673847) (← links)
- Valuation of Equity-Linked Insurance and Annuity Products with Binomial Models (Q5018739) (← links)
- Pricing Annuity Guarantees Under a Regime-Switching Model (Q5029071) (← links)
- Pricing and hedging equity-indexed annuities via local risk-minimization (Q5078428) (← links)
- Partial Hedging for Equity-Linked Products Using Risk-Minimizing Strategies (Q5379246) (← links)
- Pricing Lookback Options and Dynamic Guarantees (Q5715904) (← links)
- Equity-Indexed Life Insurance: Pricing and Reserving Using the Principle of Equivalent Utility (Q5715905) (← links)
- Pricing Perpetual Fund Protection with Withdrawal Option (Q5715912) (← links)
- Pricing Guaranteed Life Insurance Participating Policies with Annual Premiums and Surrender Option (Q5715916) (← links)
- Pricing Discrete Dynamic Fund Protections (Q5715934) (← links)
- Valuation of Equity-Indexed Annuities Under Stochastic Interest Rates (Q5715938) (← links)
- “Pricing Lookback Options and Dynamic Guarantees,” Hans U. Gerber and Elias S. W. Shiu, January 2003 (Q5715939) (← links)
