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subject:"Private retirement provision"
~person:"Ignatieva, Ekaterina"
~type_genre:"Aufsatz in Zeitschrift"
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Private retirement provision
Lebensversicherung
5
Life insurance
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Mortality
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Sterblichkeit
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Hedging
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Private Altersvorsorge
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Risiko
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Option pricing theory
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Actuarial mathematics
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Componentwise splitting method
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Fourier Space Time-stepping (FST) algorithm
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Fourier space time-stepping
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Guaranteed Minimum Benefits (GMB)
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Guaranteed lifetime withdrawal benefits (GLWB)
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Guaranteed minimum withdrawal benefit (GMWB) riders
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Guaranteed minimum withdrawal benefits
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Interest rate
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Interest rate risk
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Leibrente
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Life annuity
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Model risk
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Ignatieva, Ekaterina
Milevsky, Moshe Arye
7
Pitacco, Ermanno
7
Sherris, Michael
7
Olivieri, Annamaria
6
Gan, Guojun
5
Mitchell, Olivia S.
5
Shevchenko, Pavel V.
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Ziveyi, Jonathan
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Bernard, Carole
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Chen, An
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Feng, Runhuan
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Heijdra, Ben J.
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Luo, Xiaolin
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Chan, Wai-Sum
3
Clare, Andrew D.
3
Devolder, Pierre
3
Diffouo, Pauline M. Ngugnie
3
Godin, Frédéric
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Hamel, Emmanuel
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Hieber, Peter
3
Jang, Chul
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Lin, X. Sheldon
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Maurer, Raimond
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Moenig, Thorsten
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Owadally, Iqbal
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Reijnders, Laurie S. M.
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Ruß, Jochen
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Salisbury, Thomas S.
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Tan, Ken Seng
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Aase, Knut K.
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Ai, Meiqiao
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Aranžereev, M. M.
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Bacinello, Anna Rita
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Balter, Anne G.
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Brown, Jeffrey R.
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Cannon, Edmund S.
2
Charupat, Narat
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Astin bulletin : the journal of the International Actuarial Association
1
Insurance / Mathematics & economics
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Quantitative finance
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ECONIS (ZBW)
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Pricing of guaranteed minimum withdrawal benefits in variable annuities under stochastic volatility, stochastic interest rates and stochastic mortality via the componentwise splitt...
Gudkov, Nikolay
;
Ignatieva, Ekaterina
;
Ziveyi, Jonathan
- In:
Quantitative finance
19
(
2019
)
3
,
pp. 501-518
Persistent link: https://www.econbiz.de/10012194671
Saved in:
2
Fourier space time-stepping algorithm for valuing Guaranteed minimum withdrawal benefits in variable annuities under regime-switching and stochastic mortality
Ignatieva, Ekaterina
;
Song, Andrew
;
Ziveyi, Jonathan
- In:
Astin bulletin : the journal of the International …
48
(
2018
)
1
,
pp. 139-169
Persistent link: https://www.econbiz.de/10011875585
Saved in:
3
Systematic mortality risk : an analysis of guaranteed lifetime withdrawal benefits in variable annuities
Fung, Man Chung
;
Ignatieva, Ekaterina
;
Sherris, Michael
- In:
Insurance / Mathematics & economics
58
(
2014
),
pp. 103-115
Persistent link: https://www.econbiz.de/10010437618
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