Pages that link to "Item:Q5742633"
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The following pages link to Pricing and Hedging Variable Annuity Guarantees with Multiasset Stochastic Investment Models (Q5742633):
Displaying 18 items.
- Comonotonic approximations of risk measures for variable annuity guaranteed benefits with dynamic policyholder behavior (Q730548) (← links)
- A stochastic programming model for funding single premium deferred annuities (Q1363425) (← links)
- Pricing and hedging guaranteed annuity options via static option replication. (Q1423359) (← links)
- Moment matching machine learning methods for risk management of large variable annuity portfolios (Q1657175) (← links)
- Pricing variable annuity guarantees in a local volatility framework (Q2015631) (← links)
- Application of data clustering and machine learning in variable annuity valuation (Q2015648) (← links)
- Variable annuity with a surrender option under multiscale stochastic volatility (Q2111544) (← links)
- Modeling partial Greeks of variable annuities with dependence (Q2404548) (← links)
- Pricing and hedging of variable annuities with state-dependent fees (Q2513614) (← links)
- Valuing variable annuity guarantees on multiple assets (Q4575460) (← links)
- Long guarantees with short duration: the rolling annuity (Q4577187) (← links)
- Immediate Annuity Pricing in the Presence of Unobserved Heterogeneity (Q5018738) (← links)
- Efficient Nested Simulation for Conditional Tail Expectation of Variable Annuities (Q5139810) (← links)
- EFFICIENT DYNAMIC HEDGING FOR LARGE VARIABLE ANNUITY PORTFOLIOS WITH MULTIPLE UNDERLYING ASSETS (Q5140085) (← links)
- A MIXED BOND AND EQUITY FUND MODEL FOR THE VALUATION OF VARIABLE ANNUITIES (Q5157766) (← links)
- Bayesian multivariate regime-switching models and the impact of correlation structure misspecification in variable annuity pricing (Q5217905) (← links)
- Efficient Greek Calculation of Variable Annuity Portfolios for Dynamic Hedging: A Two-Level Metamodeling Approach (Q5379212) (← links)
- Variable annuity pricing, valuation, and risk management: a survey (Q5872568) (← links)
