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Pricing variable annuity guarantees in a local volatility framework
Deelstra, Griselda; Rayée, Grégory - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 650-663
Persistent link: https://www.econbiz.de/10010227910
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Minimizing the risk of a financial product using a put option
Deelstra, Griselda; Vanmaele, Michèle; Vyncke, David - In: The journal of risk and insurance : the journal of the … 77 (2010) 4, pp. 767-800
Persistent link: https://www.econbiz.de/10008798298
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Long-term returns in stochastic interest rate models
Deelstra, Griselda - In: Selected papers of the International Conference on …, (pp. 280-283). 1995
Persistent link: https://www.econbiz.de/10001315786
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Optimal timing for annuitization, based on jump diffusion fund and stochastic mortality
Hainaut, Donatien; Deelstra, Griselda - In: Journal of economic dynamics & control 44 (2014), pp. 124-146
Persistent link: https://www.econbiz.de/10010473569
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Risk management of a bond portfolio using options
Annaert, Jan; Deelstra, Griselda; Heyman, Dries; … - 2007
Persistent link: https://www.econbiz.de/10003476828
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A multi-curve HJM factor model for pricing and risk management
Bienek, Tobias; Deelstra, Griselda; Lichtenstern, Andreas; … - In: Quantitative finance 23 (2023) 11, pp. 1659-1675
Persistent link: https://www.econbiz.de/10014419185
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Optimal investment strategies for pension funds
Lichtenstern, Andreas - 2020
Persistent link: https://www.econbiz.de/10012507208
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Valuation of hybrid financial and actuarial products in life insurance by a novel three-step method
Deelstra, Griselda; Devolder, Pierre; Gnameho, Kossi; … - In: ASTIN bulletin : the journal of the International … 50 (2020) 3, pp. 709-742
Persistent link: https://www.econbiz.de/10012307394
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A self-exciting switching jump diffusion : properties, calibration and hitting time
Hainaut, Donatien; Deelstra, Griselda - In: Quantitative finance 19 (2019) 3, pp. 407-426
Persistent link: https://www.econbiz.de/10012194661
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The role of the dependence between mortality and interest rates when pricing guaranteed annuity options
Deelstra, Griselda; Grasselli, Martino; Van Weverberg, … - In: Insurance / Mathematics & economics 71 (2016), pp. 205-219
Persistent link: https://www.econbiz.de/10011630651