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Search: subject:"variable annuities"
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Variable annuities
54
Lebensversicherung
43
Life insurance
43
Private Altersvorsorge
41
Private retirement provision
41
Theorie
34
Theory
34
Option pricing theory
25
Optionspreistheorie
25
Stochastic process
24
Stochastischer Prozess
24
variable annuities
22
Hedging
17
Risiko
16
Risk
16
Altersvorsorge
14
Finanzmathematik
12
Mathematical finance
12
Risk management
12
Mortality
11
Retirement provision
11
Risikomanagement
11
Sterblichkeit
11
Volatility
11
Volatilität
11
Capital income
10
Kapitaleinkommen
10
Risikomodell
10
Risk model
10
risk management
9
Interest rate
8
Portfolio selection
8
Portfolio-Management
8
Zins
8
Variable Annuities
7
Zinsstruktur
7
hedging
7
Leibrente
6
Life annuity
6
Markov chain
6
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Undetermined
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74
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Godin, Frédéric
6
Hamel, Emmanuel
5
MacKay, Anne
5
Ulm, Eric R.
5
Balter, Anne G.
4
Bernard, Carole
4
Chevalier, Etienne
4
Lim, Thomas
4
Trottier, Denis-Alexandre
4
Gerber, Hans U.
3
Groendyke, Chris
3
Kallestrup-Lamb, Malene
3
Moenig, Thorsten
3
Rangvid, Jesper
3
Weber, Andreas
3
Wystup, Uwe
3
Yang, Hailiang
3
Zhang, Zhimin
3
Ziveyi, Jonathan
3
Ai, Meiqiao
2
Ankirchner, Stefan
2
Bacinello, Anna Rita
2
Ballotta, Laura
2
Blanchet-Scalliet, Christophette
2
Cui, Zhenyu
2
Doyle, Daniel
2
Eberlein, Ernst
2
Gudkov, Nikolay
2
Hardy, Mary Rosalyn
2
Kwak, Minsuk
2
Molent, Andrea
2
Muehlbeyer, Max
2
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2
Schmidt, Thorsten
2
Schweizer, Nikolaus
2
Shi, Bo
2
Shiu, Elias S.W.
2
Wu, Lan
2
Zeineddine, Raghid
2
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Facultat d'Economia i Empresa, Universitat de Barcelona
1
Finance Discipline Group, Business School
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1
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Insurance
19
Insurance: Mathematics and Economics
7
ASTIN bulletin : the journal of the International Actuarial Association
5
Quantitative finance
5
Scandinavian actuarial journal
5
Annals of actuarial science
4
The journal of risk & insurance
3
Asia-Pacific journal of risk and insurance : APJRI
2
Astin bulletin : the journal of the International Actuarial Association
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IMF Staff Country Reports
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Insurance : mathematics and economics
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1
IMF Working Papers
1
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1
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1
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1
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The journal of futures markets
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ECONIS (ZBW)
67
RePEc
20
EconStor
3
USB Cologne (EcoSocSci)
3
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1
Analytic valuation of guaranteed lifetime withdrawal benefits with a modified ratchet
Harcourt, Darcy
;
Daglish, Toby
;
Ulm, Eric R.
- In:
Insurance : mathematics and economics
118
(
2024
),
pp. 59-71
Persistent link: https://www.econbiz.de/10015067006
Saved in:
2
Machine learning of surrender : optimality and humanity
Jia, Bowen
;
Wang, Ling
;
Wong, Hoi Ying
- In:
The journal of risk & insurance
91
(
2024
)
4
,
pp. 915-942
Persistent link: https://www.econbiz.de/10015121212
Saved in:
3
Valuing
variable
annuities
with path-dependent surrender guarantees under regime-switching Lévy models
Ai, Meiqiao
;
Zhang, Zhimin
;
Zhu, Dan
- In:
Scandinavian actuarial journal
2023
(
2023
)
4
,
pp. 330-358
Persistent link: https://www.econbiz.de/10014336388
Saved in:
4
Risk allocation through shapley decompositions, with applications to
variable
annuities
Godin, Frédéric
;
Hamel, Emmanuel
;
Gaillardetz, Patrice
; …
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
2
,
pp. 311-331
Persistent link: https://www.econbiz.de/10014320258
Saved in:
5
Pseudo-model-free hedging for
variable
annuities
via deep reinforcement learning
Chong, Wing Fung
;
Cui, Haoen
;
Li, Yuxuan
- In:
Annals of actuarial science
17
(
2023
)
3
,
pp. 503-546
Persistent link: https://www.econbiz.de/10014436787
Saved in:
6
Risk management, product offerings, and consumer surplus : evidence from the insurance industry
Ellis, Cameron M.
;
Ellul, Andrew
;
Jotikasthira, Chotibhak
; …
-
2025
Persistent link: https://www.econbiz.de/10015552877
Saved in:
7
Optimal investment-withdrawal strategy for
variable
annuities
under a performance fee structure
Feng, Runhuan
;
Jing, Xiaochen
;
Ng, Kenneth Tsz Hin
- In:
Journal of economic dynamics & control
170
(
2025
),
pp. 1-20
Persistent link: https://www.econbiz.de/10015556415
Saved in:
8
Profit testing of profit sharing life insurance policies when asset returns are variance gamma distributed
Le Courtois, Olivier
;
Shen, Li
- In:
Decisions in economics and finance : a journal of …
48
(
2025
)
2
,
pp. 1259-1299
Persistent link: https://www.econbiz.de/10015593656
Saved in:
9
Dynamic importance allocated nested simulation for variable annuity risk measurement
Dang, Ou
;
Feng, Mingbin
;
Hardy, Mary Rosalyn
- In:
Annals of actuarial science
16
(
2022
)
2
,
pp. 319-348
Persistent link: https://www.econbiz.de/10013342141
Saved in:
10
Valuation of guaranteed lifelong withdrawal benefit with the long-term care option
Yang, Yang
;
Chen, Shaoying
;
Cui, Zhenyu
;
Zhang, Zhimin
- In:
Insurance : mathematics and economics
119
(
2024
),
pp. 179-193
Persistent link: https://www.econbiz.de/10015067245
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