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subject:"Option pricing theory"
~isPartOf:"ASTIN bulletin : the journal of the International Actuarial Association"
~subject:"Variable annuity"
~type_genre:"Aufsatz in Zeitschrift"
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Option pricing theory
Variable annuity
Finanzmathematik
3
Mathematical finance
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Private Altersvorsorge
3
Private retirement provision
3
Stochastic process
3
Stochastischer Prozess
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Interest rate
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Lebensversicherung
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Life insurance
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Optionspreistheorie
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Zins
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stochastic interest rate
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Decomposition method
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GMDB
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GMMB
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GMWB
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Hull-White model
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Portfolio selection
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Portfolio-Management
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Risiko
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Risk allocation
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Theorie
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Theory
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Variable Annuities
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conditional tail expectation
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optimal withdrawal
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profit and loss analysis
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segregated funds
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Aufsatz in Zeitschrift
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Molent, Andrea
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Wang, JinDong
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Xu, Wei
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ASTIN bulletin : the journal of the International Actuarial Association
Insurance / Mathematics & economics
19
The journal of computational finance
11
Finance and stochastics
6
International journal of financial engineering
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Astin bulletin : the journal of the International Actuarial Association
3
International journal of theoretical and applied finance
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Journal of mathematical finance
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Scandinavian actuarial journal
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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European journal of operational research : EJOR
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Journal of risk and financial management : JRFM
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Mathematics and financial economics
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Mathematics of operations research
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Quantitative finance
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The European journal of finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Annals of financial economics
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Applied economics
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Asia-Pacific financial markets
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Computational Management Science : CMS
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Decisions in economics and finance : a journal of applied mathematics
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Economic developments in India : quarterly update : analysis, reports, policy documents
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Finance : revue de l'Association Française de Finance
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International journal of bonds and derivatives
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International journal of economics, finance and management sciences : IJEFM
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Journal of business ethics : JOBE
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Mathematical methods of operations research
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North American actuarial journal
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Research in finance
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Review of quantitative finance and accounting
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of derivatives : JOD
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The journal of futures markets
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Risk-based capital for variable annuity under stochastic interest rate
Wang, JinDong
;
Xu, Wei
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
3
,
pp. 959-999
Persistent link: https://www.econbiz.de/10012307392
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2
Taxation of a GMWB variable annuity in a stochastic interest rate model
Molent, Andrea
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
3
,
pp. 1001-1035
Persistent link: https://www.econbiz.de/10012307397
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