Pages that link to "Item:Q6098033"
From MaRDI portal
The following pages link to Valuing variable annuities with path-dependent surrender guarantees under regime-switching Lévy models (Q6098033):
Displaying 15 items.
- Pricing and managing risks of ruin contingent life annuities under regime switching variance gamma process (Q470735) (← links)
- Cliquet-style return guarantees in a regime switching Lévy model (Q506080) (← links)
- Optimal surrender strategies and valuations of path-dependent guarantees in variable annuities (Q1622514) (← links)
- Pricing variable annuity guarantees in a local volatility framework (Q2015631) (← 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)
- Efficient valuation of guaranteed minimum maturity benefits in regime switching jump diffusion models with surrender risk (Q2104088) (← links)
- Variable annuity with a surrender option under multiscale stochastic volatility (Q2111544) (← links)
- Valuation of annuity guarantees under a self-exciting switching jump model (Q2152249) (← links)
- Valuation of guaranteed minimum maturity benefits under generalised regime-switching models using the Fourier cosine method (Q2155842) (← links)
- Efficient valuation of a variable annuity contract with a surrender option (Q2300964) (← links)
- Pricing and hedging of guaranteed minimum benefits under regime-switching and stochastic mortality (Q2520456) (← links)
- Variable annuity pricing, valuation, and risk management: a survey (Q5872568) (← links)
- Variational inequality arising from variable annuity with mean reversion environment (Q6142192) (← links)
- Valuation of variable annuities under stochastic volatility and stochastic jump intensity (Q6169665) (← links)
