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~isPartOf:"CESifo Working Paper Series"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Luo, Xiaolin"
~subject:"Lebensversicherung"
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Lebensversicherung
Life insurance
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Optimal stochastic control
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Luo, Xiaolin
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CESifo Working Paper Series
Insurance / Mathematics & economics
International journal of financial engineering
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P.V. Shevchenko and X. Luo (2016). A unified pricing of variable annuity guarantees under the optimal stochastic control framework. Risks 4(3), 22:1-22:31, doi:10.3390/risks4030022
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Risks : open access journal
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Valuation of variable annuities with Guaranteed Minimum Withdrawal Benefit under stochastic interest rate
Shevchenko, Pavel V.
;
Luo, Xiaolin
- In:
Insurance / Mathematics & economics
76
(
2017
),
pp. 104-117
Persistent link: https://www.econbiz.de/10011774788
Saved in:
2
Valuation of variable annuities with guaranteed minimum withdrawal and death benefits via stochastic control optimization
Luo, Xiaolin
;
Shevchenko, Pavel V.
- In:
Insurance / Mathematics & economics
62
(
2015
),
pp. 5-15
Persistent link: https://www.econbiz.de/10011312092
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