Pages that link to "Item:Q609713"
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The following pages link to Pricing equity-indexed annuities under stochastic interest rates using copulas (Q609713):
Displaying 10 items.
- Valuation of life insurance products under stochastic interest rates (Q939351) (← links)
- Pricing equity-indexed annuities with path-dependent options. (Q1423350) (← links)
- Valuing equity-indexed annuities with icicled barrier options (Q1657865) (← links)
- Pricing of equity indexed annuity under fractional Brownian motion model (Q1723974) (← links)
- Bonds with index-linked stochastic coupons in quantum finance (Q2150347) (← links)
- Pricing of Ratchet equity-indexed annuities under stochastic interest rates (Q2463567) (← links)
- Evaluation of equity-indexed annuities under transaction costs (Q2801425) (← links)
- Pricing Equity-indexed Annuities When Discrete Dividends Follow a Markov-Modulated Jump Diffusion Model (Q3462361) (← links)
- Immediate Annuity Pricing in the Presence of Unobserved Heterogeneity (Q5018738) (← links)
- Pricing Ratchet Equity-Indexed Annuities with Early Surrender Risk in a CIR++ Model (Q5742647) (← links)