Pages that link to "Item:Q903675"
From MaRDI portal
The following pages link to Pricing a guaranteed annuity option under correlated and regime-switching risk factors (Q903675):
Displaying 19 items.
- Pricing and managing risks of ruin contingent life annuities under regime switching variance gamma process (Q470735) (← links)
- Mortality modelling with regime-switching for the valuation of a guaranteed annuity option (Q492634) (← links)
- Pricing and hedging guaranteed annuity options via static option replication. (Q1423359) (← links)
- An efficient algorithm for the valuation of a guaranteed annuity option with correlated financial and mortality risks (Q1697208) (← links)
- Pricing variable annuity guarantees in a local volatility framework (Q2015631) (← links)
- Risk measurement of a guaranteed annuity option under a stochastic modelling framework (Q2228966) (← links)
- Annuity contract valuation under dependent risks (Q2300949) (← links)
- Pricing annuity guarantees under a double regime-switching model (Q2347059) (← links)
- The role of the dependence between mortality and interest rates when pricing guaranteed annuity options (Q2374113) (← links)
- A comonotonicity-based valuation method for guaranteed annuity options (Q2448346) (← links)
- Bond pricing formulas for Markov-modulated affine term structure models (Q2666684) (← links)
- Valuing guaranteed minimum accumulation benefits by a change of numéraire approach (Q2670118) (← links)
- A generalized pricing framework addressing correlated mortality and interest risks: a change of probability measure approach (Q2812013) (← links)
- The Valuation of a Guaranteed Minimum Maturity Benefit under a Regime-Switching Framework (Q3385434) (← links)
- Analytic option pricing and risk measures under a regime-switching generalized hyperbolic model with an application to equity-linked insurance (Q4555162) (← links)
- Pricing pension buy-outs under stochastic interest and mortality rates (Q4585941) (← links)
- Bayesian multivariate regime-switching models and the impact of correlation structure misspecification in variable annuity pricing (Q5217905) (← links)
- VALUATION OF GUARANTEED ANNUITY OPTIONS IN AFFINE TERM STRUCTURE MODELS (Q5292284) (← links)
- Valuation of mixed life insurance contracts under stochastic correlated mortality and interest rates (Q6550182) (← links)
