Pages that link to "Item:Q6484469"
From MaRDI portal
The following pages link to Optimal surrender policy of guaranteed minimum maturity benefits in variable annuities with regime-switching volatility (Q6484469):
Displaying 12 items.
- Valuation of guaranteed minimum maturity benefits in variable annuities with surrender options (Q343983) (← links)
- Optimal stopping behavior of equity-linked investment products with regime switching (Q817296) (← links)
- Optimal surrender strategies for equity-indexed annuity investors (Q1003810) (← links)
- Optimal surrender strategies and valuations of path-dependent guarantees in variable annuities (Q1622514) (← links)
- Guaranteed minimum surrender benefits in variable annuities: the impact of regulator-imposed guarantees (Q1689021) (← links)
- Optimal surrender of guaranteed minimum maturity benefits under stochastic volatility and interest rates (Q1742704) (← 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)
- An analytical study of participating policies with minimum rate guarantee and surrender option (Q2120540) (← links)
- Optimal initiation of a GLWB in a variable annuity: no arbitrage approach (Q2513460) (← links)
- Valuing variable annuities with path-dependent surrender guarantees under regime-switching Lévy models (Q6098033) (← links)
- Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods (Q6156163) (← links)