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~isPartOf:"Policy research working paper"
~isPartOf:"Scandinavian actuarial journal"
~subject:"Private insurance"
~subject:"Private retirement provision"
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Policy research working paper
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Sonderforschungsbereich 504, Rationalitätskonzepte, Entscheidungsverhalten und Ökonomische Modellierung
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ECONIS (ZBW)
23
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1
Valuing variable annuities with path-dependent surrender guarantees under regime-switching Lévy models
Ai, Meiqiao
;
Zhang, Zhimin
;
Zhu, Dan
- In:
Scandinavian actuarial journal
2023
(
2023
)
4
,
pp. 330-358
Persistent link: https://www.econbiz.de/10014336388
Saved in:
2
Valuation and optimal surrender of variable annuities with guaranteed minimum benefits and periodic fees
Kirkby, J. Lars
;
Aguilar, Jean-Philippe
- In:
Scandinavian actuarial journal
2023
(
2023
)
6
,
pp. 624-654
Persistent link: https://www.econbiz.de/10014383864
Saved in:
3
Valuation of variable annuities with guaranteed minimummaturity benefits and periodic fees
Ai, Meiqiao
;
Wang, Yunyun
;
Zhang, Zhimin
;
Zhu, Dan
- In:
Scandinavian actuarial journal
2024
(
2024
)
3
,
pp. 252-278
Persistent link: https://www.econbiz.de/10014520482
Saved in:
4
Tail index-linked annuity : a longevity risk sharing retirement plan
Chen, An
;
Li, Hong
;
Schultze, Mark B.
- In:
Scandinavian actuarial journal
2022
(
2022
)
2
,
pp. 139-164
Persistent link: https://www.econbiz.de/10012872655
Saved in:
5
Analytic valuation of GMDB options with utility based asset allocation
Ulm, Eric R.
- In:
Scandinavian actuarial journal
2022
(
2022
)
9
,
pp. 816-840
Persistent link: https://www.econbiz.de/10013419050
Saved in:
6
Variable annuity pricing, valuation, and risk management : a survey
Feng, Runhuan
;
Gan, Guojun
;
Zhang, Ning
- In:
Scandinavian actuarial journal
2022
(
2022
)
10
,
pp. 867-900
Persistent link: https://www.econbiz.de/10013491041
Saved in:
7
Bayesian multivariate regime-switching models and the impact of correlation structure misspecification in variable annuity pricing
Hartman, Brian
;
Groendyke, Chris
;
Engler, David
- In:
Scandinavian actuarial journal
2020
(
2020
)
2
,
pp. 152-171
Persistent link: https://www.econbiz.de/10012195031
Saved in:
8
Valuatin of an early exercise defined benefit underpin hybrid pension
Zhu, Xiaobai
;
Hardy, Mary Rosalyn
;
Saunders, David M.
- In:
Scandinavian actuarial journal
(
2018
)
9
,
pp. 823-844
Persistent link: https://www.econbiz.de/10011939749
Saved in:
9
Pricing pension buy-outs under stochastic interest and mortality rates
Arık, Ayşe
;
Yolcu-Okur, Yeliz
;
Şahin, Şule
;
Uğur, …
- In:
Scandinavian actuarial journal
(
2018
)
3
,
pp. 173-190
Persistent link: https://www.econbiz.de/10011881076
Saved in:
10
Valuing variable annuity guarantees on multiple assets
Fonseca, José da
;
Ziveyi, Jonathan
- In:
Scandinavian actuarial journal
(
2017
)
3
,
pp. 209-230
Persistent link: https://www.econbiz.de/10011772102
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