Pages that link to "Item:Q748243"
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The following pages link to Pricing guaranteed minimum death benefit contracts under the phase-type law of mortality (Q748243):
Displaying 5 items.
- Pricing some life-contingent lookback options under regime-switching Lévy models (Q2075983) (← links)
- Valuing equity-linked death benefits with a threshold expense structure under a regime-switching Lévy model (Q2097450) (← links)
- Analytic solution for ratchet guaranteed minimum death benefit options under a variety of mortality laws (Q2513613) (← links)
- Randomization and the valuation of guaranteed minimum death benefits (Q6167872) (← links)
- Variable annuities valuation under a mixed fractional Brownian motion environment with jumps considering mortality risk (Q6580760) (← links)