Search Results - subject:"Equity-indexed annuity"

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Dynamic hedging strategies based on changing pricing parameters for compound ratchets

Gaillardetz, Patrice; El Khoury, Samia - In: Asia-Pacific journal of risk and insurance : APJRI 14 (2020) 1, pp. 1-15

Persistent link: https://www.econbiz.de/10012196944

Pricing annuity guarantees under a double regime-switching model

Fan, Kun; Shen, Yang; Siu, Tak Kuen; Wang, Rongming - In: Insurance / Mathematics & economics 62 (2015), pp. 62-78

Persistent link: https://www.econbiz.de/10011312087

Discrete-time local risk minimization of payment processes and applications to equity-linked life-insurance contracts

Pansera, Jérôme - In: Insurance: Mathematics and Economics 50 (2012) 1, pp. 1-11

We develop a theory of local risk minimization for payment processes in discrete time, and apply this theory to the pricing and hedging of equity-linked life-insurance contracts. Thus, we extend the work of Møller (2001a) in several directions: from risk minimization (which is done under a...

Persistent link: https://www.econbiz.de/10011046623

Optimal surrender strategies for equity-indexed annuity investors with partial information

Wei, Jiaqin; Wang, Rongming; Yang, Hailiang - In: Statistics & Probability Letters 82 (2012) 7, pp. 1251-1258

In this paper we consider an equity-indexed annuity (EIA) investor who wants to determine when he should surrender the …

Persistent link: https://www.econbiz.de/10010571790