Pages that link to "Item:Q689564"

The following pages link to Pricing equity-linked life insurance with endogenous minimum guarantees (Q689564):

Displaying 50 items.

• Pricing maturity guarantee under a refracted Brownian motion (Q384225) (← links)
• Equity-linked pension schemes with guarantees (Q654835) (← links)
• Minimum return guarantees with fund switching rights -- an optimal stopping problem (Q658637) (← links)
• Evaluating fair premiums of equity-linked policies with surrender option in a bivariate model (Q659140) (← links)
• On the optimal design of insurance contracts with guarantees (Q659256) (← links)
• Pricing rate of return guarantees in regular premium unit linked insurance (Q704417) (← links)
• Pricing guaranteed minimum death benefit contracts under the phase-type law of mortality (Q748243) (← links)
• Optimal hedging and pricing of equity-linked life insurance contracts in a discrete-time incomplete market (Q764421) (← links)
• Evaluating the performance of Gompertz, Makeham and Lee-Carter mortality models for risk management with unit-linked contracts (Q860503) (← links)
• Pricing equity-linked pure endowments with risky assets that follow Lévy processes (Q882858) (← links)
• How sensitive is the pricing of lookback and interest rate guarantees when changing the modelling assumptions? (Q896747) (← links)
• Valuation of endowment-insurance equity-linked contracts for stocks with exotic dynamics (Q904606) (← links)
• Loss analysis of a life insurance company applying discrete-time risk-minimizing hedging strategies (Q931193) (← links)
• Evaluation of insurance products with guarantee in incomplete markets (Q939370) (← links)
• Double barrier hitting time distributions with applications to exotic options (Q1276457) (← links)
• Fixed income linked life insurance policies with minimum guarantees: Pricing models and numerical results (Q1278206) (← links)
• Better late than never: The case of the rollover option (Q1381462) (← links)
• Reserving for maturity guarantees: Two approaches (Q1381463) (← links)
• Valuation of segregated funds: shout options with maturity extensions. (Q1413278) (← links)
• Pricing equity-linked pure endowments via the principle of equivalent utility. (Q1423334) (← links)
• Pricing of multi-period rate of return guarantees. (Q1423346) (← links)
• Equity-linked life insurance: A model with stochastic interest rates (Q1902634) (← links)
• Arithmetic averaging equity-linked life insurance policies in Germany (Q1962813) (← links)
• Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies (Q1974042) (← links)
• Analytical valuation of periodical premiums for equity-linked policies with minimum guarantee (Q2015625) (← links)
• Application of data clustering and machine learning in variable annuity valuation (Q2015648) (← links)
• Pricing of minimum guarantees in life insurance contracts with fuzzy volatility (Q2198222) (← links)
• Pricing and hedging equity-linked life insurance contracts beyond the classical paradigm: the principle of equivalent forward preferences (Q2273979) (← links)
• Quantile hedging for equity-linked contracts (Q2276232) (← links)
• A general model for the analysis and valuation of guaranteed minimum benefits in fonds policies (Q2465907) (← links)
• Hedging guarantees in variable annuities under both equity and interest rate risks (Q2492169) (← links)
• Affine stochastic mortality (Q2507942) (← links)
• Quantile hedging on equity-linked life insurance contracts with transaction costs (Q2513623) (← links)
• Endogenous model of surrender conditions in equity-linked life insurance (Q2581780) (← links)
• Valuation of guaranteed unit linked contracts (Q2801418) (← links)
• Pricing of long dated equity-linked life insurance contracts (Q2804516) (← links)
• (Q3172265) (← links)
• Valuation of Equity-Linked Life Insurance Contracts Using a Model with Interacting Assets (Q3182407) (← links)
• EFFICIENT HEDGING AND PRICING OF EQUITY-LINKED LIFE INSURANCE CONTRACTS ON SEVERAL RISKY ASSETS (Q3520341) (← links)
• Unterscheidungskriterium Partizipationssatz bei der Aktienindexgebundenen Lebensversicherung (Q4219954) (← links)
• Pricing of Unit-linked Life Insurance Policies (Q4311651) (← links)
• Bayesian Risk Management for Equity-Linked Insurance (Q4455895) (← links)
• A bivariate model for evaluating equity-linked policies with surrender option (Q4576967) (← links)
• PRICING IN AN INCOMPLETE MARKET WITH AN AFFINE TERM STRUCTURE (Q4673847) (← links)
• Thiele's differential equation with stochastic interest of diffusion type (Q4881685) (← links)
• On accounting standards and fair valuation of life insurance and pension liabilities (Q5467666) (← links)
• Equity-Indexed Life Insurance: Pricing and Reserving Using the Principle of Equivalent Utility (Q5715905) (← links)
• Hedging and Reserving for Single-Premium Segregated Fund Contracts (Q5718088) (← links)
• A no arbitrage approach to Thiele's differential equation (Q5942778) (← links)
• Two-phase selection of representative contracts for valuation of large variable annuity portfolios (Q6152698) (← links)