EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"variable annuities"
Narrow search

Narrow search

Year of publication
Subject
All
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
more ... less ...
Online availability
All
Undetermined 57 Free 23
Type of publication
All
Article 74 Book / Working Paper 19
Type of publication (narrower categories)
All
Article in journal 61 Aufsatz in Zeitschrift 61 Graue Literatur 5 Non-commercial literature 5 Working Paper 5 Arbeitspapier 4 Article 2 Hochschulschrift 2 Aufsatzsammlung 1 Thesis 1
more ... less ...
Language
All
English 71 Undetermined 19 German 3
Author
All
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 Poufinas, Thomas 2 Schmidt, Thorsten 2 Schweizer, Nikolaus 2 Shi, Bo 2 Shiu, Elias S.W. 2 Wu, Lan 2 Zeineddine, Raghid 2 Zhou, Jiang 2
more ... less ...
Institution
All
International Monetary Fund (IMF) 3 HAL 2 International Monetary Fund 2 C.E.P.R. Discussion Papers 1 Facultat d'Economia i Empresa, Universitat de Barcelona 1 Finance Discipline Group, Business School 1 Frankfurt School of Finance and Management 1 Universität Ulm 1
more ... less ...
Published in...
All
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 2 CPQF Working Paper Series 2 IMF Staff Country Reports 2 Insurance : mathematics and economics 2 International Journal of Financial Markets and Derivatives 2 Journal of economic dynamics & control 2 Risks 2 Risks : open access journal 2 Working Papers / HAL 2 Applied Mathematical Finance 1 Applied mathematical finance 1 CEPR Discussion Papers 1 CREATES research paper 1 Decisions in economics and finance : DEF ; a journal of applied mathematics 1 Decisions in economics and finance : a journal of applied mathematics 1 Discussion papers / CEPR 1 European journal of operational research : EJOR 1 IMF Working Papers 1 International journal of theoretical and applied finance 1 International review of financial analysis 1 Journal of Economic Dynamics and Control 1 Journal of mathematical finance 1 Journal of pension economics and finance 1 Mathematik 1 Quantitative finance and economics 1 Research Paper Series / Finance Discipline Group, Business School 1 SEF working paper 1 The journal of futures markets 1 Working Papers in Economics 1 Working paper series / Centre for Practical Quantitative Finance 1
more ... less ...
Source
All
ECONIS (ZBW) 67 RePEc 20 EconStor 3 USB Cologne (EcoSocSci) 3
Showing 1 - 10 of 93
Cover Image
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:
Cover Image
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:
Cover Image
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:
Cover Image
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:
Cover Image
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:
Cover Image
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:
Cover Image
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:
Cover Image
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:
Cover Image
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:
Cover Image
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
Saved in:
  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • 8
  • 9
  • 10
  • Next
  • Last
A service of the
zbw
FAQ-Assistent (beta)
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...