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Search: subject:"variable annuities"
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Variable annuities
50
Private Altersvorsorge
42
Private retirement provision
42
Lebensversicherung
39
Life insurance
39
Option pricing theory
23
Optionspreistheorie
23
Theorie
22
Theory
22
variable annuities
21
Stochastic process
20
Stochastischer Prozess
20
Altersvorsorge
15
Hedging
15
Finanzmathematik
13
Mathematical finance
13
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12
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12
Risk
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11
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10
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10
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9
risk management
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7
hedging
7
Markov chain
6
Markov-Kette
6
Risk management
6
Stochastic volatility
6
Variable Annuities
6
Yield curve
6
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5
Risikomaß
5
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20
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4
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Godin, Frédéric
6
Hamel, Emmanuel
5
MacKay, Anne
5
Balter, Anne G.
4
Bernard, Carole
4
Chevalier, Etienne
4
Lim, Thomas
4
Trottier, Denis-Alexandre
4
Ulm, Eric R.
4
Gerber, Hans U.
3
Groendyke, Chris
3
Kallestrup-Lamb, Malene
3
Moenig, Thorsten
3
Rangvid, Jesper
3
Weber, Andreas
3
Wystup, Uwe
3
Yang, Hailiang
3
Ziveyi, Jonathan
3
Ai, Meiqiao
2
Ankirchner, Stefan
2
Bacinello, Anna Rita
2
Ballotta, Laura
2
Blanchet-Scalliet, Christophette
2
Doyle, Daniel
2
Eberlein, Ernst
2
Gudkov, Nikolay
2
Hardy, Mary Rosalyn
2
Kwak, Minsuk
2
Molent, Andrea
2
Muehlbeyer, Max
2
Poufinas, Thomas
2
Schmidt, Thorsten
2
Schweizer, Nikolaus
2
Shi, Bo
2
Shiu, Elias S.W.
2
Wu, Lan
2
Zeineddine, Raghid
2
Zhang, Zhimin
2
Zhou, Jiang
2
Zhu, Dan
2
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International Monetary Fund (IMF)
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2
International Monetary Fund
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1
Facultat d'Economia i Empresa, Universitat de Barcelona
1
Finance Discipline Group, Business School
1
Frankfurt School of Finance and Management
1
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1
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Insurance / Mathematics & economics
19
Insurance: Mathematics and Economics
7
ASTIN bulletin : the journal of the International Actuarial Association
5
Scandinavian actuarial journal
5
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
4
Quantitative finance
4
Asia-Pacific journal of risk and insurance : APJRI
2
Astin bulletin : the journal of the International Actuarial Association
2
CPQF Working Paper Series
2
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1
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1
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1
International review of financial analysis
1
Journal of Economic Dynamics and Control
1
Journal of economic dynamics & control
1
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1
Journal of pension economics and finance
1
Mathematik
1
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1
Research Paper Series / Finance Discipline Group, Business School
1
SEF working paper
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The journal of futures markets
1
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1
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ECONIS (ZBW)
60
RePEc
20
EconStor
3
USB Cologne (EcoSocSci)
3
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86
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1
Risk allocation through shapley decompositions, with applications to
variable
annuities
Godin, Frédéric
;
Hamel, Emmanuel
;
Gaillardetz, Patrice
; …
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
2
,
pp. 311-331
Persistent link: https://www.econbiz.de/10014320258
Saved in:
2
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:
3
Pseudo-model-free hedging for
variable
annuities
via deep reinforcement learning
Chong, Wing Fung
;
Cui, Haoen
;
Li, Yuxuan
- In:
Annals of actuarial science : publ. by the Institute of …
17
(
2023
)
3
,
pp. 503-546
Persistent link: https://www.econbiz.de/10014436787
Saved in:
4
Dynamic importance allocated nested simulation for variable annuity risk measurement
Dang, Ou
;
Feng, Mingbin
;
Hardy, Mary Rosalyn
- In:
Annals of actuarial science : publ. by the Institute of …
16
(
2022
)
2
,
pp. 319-348
Persistent link: https://www.econbiz.de/10013342141
Saved in:
5
Analysis of VIX-linked fee incentives in
variable
annuities
via continuous-time Markov chain approximation
MacKay, Anne
;
Vachon, Marie-Claude
;
Cui, Zhenyu
- In:
Quantitative finance
23
(
2023
)
7/8
,
pp. 1055-1078
Persistent link: https://www.econbiz.de/10014321664
Saved in:
6
Randomization and the valuation of guaranteed minimum death benefits
Deelstra, Griselda
;
Hieber, Peter
- In:
European journal of operational research : EJOR
309
(
2023
)
3
,
pp. 1218-1236
Persistent link: https://www.econbiz.de/10014435008
Saved in:
7
Cheaper by the bundle : the interaction of frictions and option exercise in
variable
annuities
Bauer, Daniel
;
Moenig, Thorsten
- In:
The journal of risk & insurance
90
(
2023
)
2
,
pp. 459-486
Persistent link: https://www.econbiz.de/10014307563
Saved in:
8
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:
9
Valuing guaranteed minimum accumulation benefits by a change of numéraire approach
Huang, Yiming
;
Mamon, Rogemar
;
Xiong, Heng
- In:
Insurance / Mathematics & economics
103
(
2022
),
pp. 1-26
Persistent link: https://www.econbiz.de/10013198316
Saved in:
10
It's RILA time : an introduction to registered index-linked annuities
Moenig, Thorsten
- In:
The journal of risk & insurance
89
(
2022
)
2
,
pp. 339-369
Persistent link: https://www.econbiz.de/10013191414
Saved in:
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