Discussion on “Capital Forbearance, Ex Ante Life Insurance Guaranty Schemes, and Interest Rate Uncertainty,” by Ya-Wen Hwang, Shih-Chieh Chang, and Yang-Che Wu, Volume 19(2)

DOI10.1080/10920277.2016.1143731zbMath1414.91242OpenAlexW2312220105MaRDI QIDQ5379171

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Publication date: 28 May 2019

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2016.1143731

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Pricing two-asset alternating barrier options with icicles and their variations ⋮ Insurance guaranty premiums and exchange options ⋮ Discussion on “A General Semi-Markov Model for Coupled Lifetimes,” by Min Ji and Rui Zhou, Volume 23(1)

Cites Work

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• Actuarial bridges to dynamic hedging and option pricing
• Risk-neutral valuation. Pricing and hedging of financial derivatives.
• Self-Financing Trading Strategies for Sliding, Rolling-Horizon, and Consol Bonds
• An equilibrium characterization of the term structure

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