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Search: subject:"Guaranteed Annuity Options"
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Stochastic process
3
Stochastischer Prozess
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Guaranteed Annuity Options
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Interest rate
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Kapitaleinkommen
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Option pricing theory
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Affine interest rate models
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Deferred insurance products
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Dependence
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European options
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Factor analysis
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Faktorenanalyse
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Guaranteed Minimum Income Benefits
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Guaranteed annuity options
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Heston-Hull White model
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Laplace transforms
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Mortality risk
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Volatilität
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asymptotic expansion
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economic capital
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forward mortality factor models
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Bauer, Daniel
1
Blackburn, Craig
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Deelstra, Griselda
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Grasselli, Martino
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Kizaki, Keisuke
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Muroi, Yoshifumi
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Sherris, Michael
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Asia-Pacific journal of risk and insurance : APJRI
1
Insurance / Mathematics & economics
1
Insurance: Mathematics and Economics
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The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
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ECONIS (ZBW)
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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
Saved in:
2
Pricing of
guaranteed
annuity
options
in a stochastic volatility and interest rate environment
Kizaki, Keisuke
;
Muroi, Yoshifumi
- In:
Asia-Pacific journal of risk and insurance : APJRI
10
(
2016
)
2
,
pp. 133-153
Persistent link: https://www.econbiz.de/10011537211
Saved in:
3
Pricing European options on deferred annuities
Ziveyi, Jonathan
;
Blackburn, Craig
;
Sherris, Michael
- In:
Insurance: Mathematics and Economics
52
(
2013
)
2
,
pp. 300-311
, also known as
guaranteed
annuity
options
. These contracts provide a guaranteed value at the maturity of the option. The …
Persistent link: https://www.econbiz.de/10010662451
Saved in:
4
Applications of forward mortality factor models in life insurance practice
Zhu, Nan
;
Bauer, Daniel
- In:
The Geneva papers on risk and insurance - issues and …
36
(
2011
)
4
,
pp. 567-594
Persistent link: https://www.econbiz.de/10009503507
Saved in:
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