Search Results - subject:"Equity-linked annuity"

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Pricing and hedging of variable annuities with path-dependent guarantee in Wishart stochastic volatility models

Fonseca, José da; Wong, Patrick - In: Insurance : mathematics and economics 123 (2025), pp. 1-14

Persistent link: https://www.econbiz.de/10015432101

Valuing equity-linked annuities under high-water mark fee structure

Yan, Kaixin; Li, Shuanming; Zhang, Aili - In: Scandinavian actuarial journal 2024 (2024) 5, pp. 506-531

Persistent link: https://www.econbiz.de/10014520719

Equity-linked annuity pricing with cliquet-style guarantees in regime-switching and stochastic volatility models with jumps

Cui, Zhenyu; Kirkby, J. Lars; Nguyen, Duy - In: Insurance 74 (2017), pp. 46-62

Persistent link: https://www.econbiz.de/10011712358

The investment management for a downside-protected equity-linked annuity under interest rate risk

Han, Nan-Wei; Hung, Mao-Wei - In: Finance research letters 13 (2015), pp. 113-124

Persistent link: https://www.econbiz.de/10011552419

Optimal dynamic asset allocation strategy for ELA scheme of DC pension plan during the distribution phase

He, Lin; Liang, Zongxia - In: Insurance: Mathematics and Economics 52 (2013) 2, pp. 404-410

In this paper, we study the optimal dynamic asset allocation strategy for the ELA scheme of DC pension plan during the distribution phase. In an ELA scheme of DC pension plan, the assets are invested in equities and bonds, and are distributed to the plan participants by an actuarial method. The...

Persistent link: https://www.econbiz.de/10010662450