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~subject:"Option pricing theory"
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Option pricing theory
Private Altersvorsorge
291
Private retirement provision
291
Leibrente
250
Life annuity
248
Theorie
246
Theory
238
Altersvorsorge
228
Retirement provision
227
Lebensversicherung
211
Life insurance
208
Sterblichkeit
164
Mortality
159
annuity
79
Portfolio selection
66
Portfolio-Management
66
Annuity
64
Gesetzliche Rentenversicherung
53
Public pension system
52
Retirement
51
Risk
51
Risiko
50
Altersgrenze
49
Risikomodell
48
Risk model
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pension
48
Adverse selection
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Pensionskasse
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Variable annuity
42
Adverse Selektion
41
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41
longevity risk
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USA
40
United States
40
retirement
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Anlageverhalten
39
Behavioural finance
38
Stochastischer Prozess
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Optionspreistheorie
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Feng, Runhuan
5
Ziveyi, Jonathan
5
Luo, Xiaolin
4
Shevchenko, Pavel V.
4
Deelstra, Griselda
3
Shen, Yang
3
Kirkby, J. Lars
2
Volkmer, Hans W.
2
Xu, Wei
2
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1
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1
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1
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1
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1
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1
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1
El Khoury, Samia
1
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Insurance / Mathematics & economics
15
Astin bulletin : the journal of the International Actuarial Association
3
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2
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2
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2
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1
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1
Valuation and optimal surrender of variable annuities with guaranteed minimum benefits and periodic fees
Kirkby, J. Lars
;
Aguilar, Jean-Philippe
- In:
Scandinavian actuarial journal
2023
(
2023
)
6
,
pp. 624-654
Persistent link: https://www.econbiz.de/10014383864
Saved in:
2
A flexible lattice framework for valuing options on assets paying discrete dividends and variable annuities embedding GMWB riders
De Angelis, Paolo
;
De Marchis, Roberto
;
Martire, Antonio L.
- In:
Decisions in economics and finance : a journal of …
45
(
2022
)
1
,
pp. 415-446
Persistent link: https://www.econbiz.de/10013380577
Saved in:
3
Pricing a specific equity index
annuity
in a regime-switching Lévy model with jump
Wang, Yayun
- In:
Computational economics
61
(
2023
)
3
,
pp. 1115-1135
Persistent link: https://www.econbiz.de/10014252150
Saved in:
4
Valuation of guaranteed minimum maturity benefits under generalised regime-switching models using the Fourier Cosine method
Kang, Boda
;
Shen, Yang
;
Zhu, Dan
;
Ziveyi, Jonathan
- In:
Insurance / Mathematics & economics
105
(
2022
),
pp. 96-127
Persistent link: https://www.econbiz.de/10013348971
Saved in:
5
A time series framework for pricing guaranteed lifelong withdrawal benefit
Sharma, Nitu
;
Dharmaraja, Selvamuthu
;
Arunachalam, …
- In:
Computational economics
58
(
2021
)
4
,
pp. 1225-1261
Persistent link: https://www.econbiz.de/10012697910
Saved in:
6
Deep hedging of long-term financial derivatives
Carbonneau, Alexandre
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 327-340
Persistent link: https://www.econbiz.de/10012649223
Saved in:
7
Evaluation of variable
annuity
guarantees with the effect of jumps in the asset price process
Juma, Mussa
;
Lee, Min Cherng
;
Chin, Seong Tah
;
Liew, …
- In:
Cogent economics & finance
5
(
2017
)
1
,
pp. 1-17
. This is partly due to failure of variable
annuity
(VA) issuers to anticipate the large variations in asset prices during …
Persistent link: https://www.econbiz.de/10011881290
Saved in:
8
Dynamic hedging strategies based on changing pricing parameters for compound ratchets
Gaillardetz, Patrice
;
El Khoury, Samia
- In:
Asia-Pacific journal of risk and insurance : APJRI
14
(
2020
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10012196944
Saved in:
9
Efficient willow tree method for variable annuities valuation and risk management
Dong, Bing
;
Xu, Wei
;
Šević, Aleksandar
;
Šević, Željko
- In:
International review of financial analysis
68
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012301004
Saved in:
10
Risk-based capital for variable
annuity
under stochastic interest rate
Wang, JinDong
;
Xu, Wei
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
3
,
pp. 959-999
Persistent link: https://www.econbiz.de/10012307392
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