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~isPartOf:"Geld, Banken und Versicherungen : Beiträge zum ... Symposium Geld, Banken und Versicherungen"
~isPartOf:"North American actuarial journal"
~subject:"Stochastischer Prozess"
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Geld, Banken und Versicherungen : Beiträge zum ... Symposium Geld, Banken und Versicherungen
North American actuarial journal
Insurance / Mathematics & economics
35
Scandinavian actuarial journal
8
Risks : open access journal
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ASTIN bulletin : the journal of the International Actuarial Association
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P.V. Shevchenko and X. Luo (2016). A unified pricing of variable annuity guarantees under the optimal stochastic control framework. Risks 4(3), 22:1-22:31, doi:10.3390/risks4030022
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Dynamic portfolio choice with stochastic wage and life insurance
Zeng, Xudong
;
Wang, Yuling
;
Carson, James M.
- In:
North American actuarial journal
19
(
2015
)
4
,
pp. 256-272
Persistent link: https://www.econbiz.de/10011497304
Saved in:
2
Pricing and hedging variable annuity guarantees with multiasset stochastic investment models
Cheuk-yin Ng, Andrew
;
Siu-hang Li, Johnny
- In:
North American actuarial journal
17
(
2013
)
1
,
pp. 41-62
Persistent link: https://www.econbiz.de/10010259822
Saved in:
3
Annuity uncertainty with stochastic mortality and interest rates
Liu, Xiaoming
- In:
North American actuarial journal
17
(
2013
)
2
,
pp. 136-152
Persistent link: https://www.econbiz.de/10010259830
Saved in:
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