Narrow search
Showing 91 - 100 of 38,504
Cover Image
Variable annuities in a Lévy-based hybrid model with surrender risk
Ballotta, Laura; Eberlein, Ernst; Schmidt, Thorsten; … - In: Quantitative finance 20 (2020) 5, pp. 867-886
Persistent link: https://www.econbiz.de/10012262632
Cover Image
Impact of volatility clustering on equity indexed annuities
Hainaut, Donatien - In: Insurance / Mathematics & economics 71 (2016), pp. 367-381
Persistent link: https://www.econbiz.de/10011630885
Cover Image
The effect of the assumed interest rate and smoothing on variable annuities
Balter, Anne G.; Werker, Bas J. M. - In: ASTIN bulletin : the journal of the International … 50 (2020) 1, pp. 131-154
Persistent link: https://www.econbiz.de/10012194115
Cover Image
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
Cover Image
A lattice-based model to evaluate variable annuities with guaranted minimum withdrawal benefits under a regime-switching model
Costabile, M. - In: Scandinavian actuarial journal (2017) 3, pp. 231-244
Persistent link: https://www.econbiz.de/10011772109
Cover Image
The move towards riskier pensions : the importance of mortality
Balter, Anne G.; Kallestrup-Lamb, Malene; Rangvid, Jesper - 2019
Persistent link: https://www.econbiz.de/10012316914
Cover Image
A mixed bond and equity fund model for the valuation of variable annuities
Augustyniak, Maciej; Godin, Frédéric; Hamel, Emmanuel - In: ASTIN bulletin : the journal of the International … 51 (2021) 1, pp. 131-159
Persistent link: https://www.econbiz.de/10012437276
Cover Image
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
Cover Image
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
Cover Image
Analytical pricing of variable annuities
Krayzler, Mikhail - 2017 - 1. Auflage
Persistent link: https://www.econbiz.de/10011735700