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1
Variable annuity pricing, valuation, and risk management : a survey
Feng, Runhuan
;
Gan, Guojun
;
Zhang, Ning
- In:
Scandinavian actuarial journal
2022
(
2022
)
10
,
pp. 867-900
Persistent link: https://www.econbiz.de/10013491041
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2
Coping with longevity via hedging : fair dynamic valuation of variable annuities
Chen, Ze
;
Feng, Runhuan
;
Li, Hong
;
Yang, Tianyu
- In:
Insurance : mathematics and economics
117
(
2024
),
pp. 154-169
Persistent link: https://www.econbiz.de/10015066964
Saved in:
3
Valuing variable annuity guarantees on multiple assets
Fonseca, José da
;
Ziveyi, Jonathan
- In:
Scandinavian actuarial journal
(
2017
)
3
,
pp. 209-230
Persistent link: https://www.econbiz.de/10011772102
Saved in:
4
Modeling partial Greeks of variable annuities with dependence
Gan, Guojun
;
Valdez, Emiliano
- In:
Insurance / Mathematics & economics
76
(
2017
),
pp. 118-134
Persistent link: https://www.econbiz.de/10011774791
Saved in:
5
Accounting and actuarial smoothing of retirement payouts in participating life annuities
Maurer, Raimond
;
Mitchell, Olivia S.
;
Rogalla, Ralph
; …
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 268-283
Persistent link: https://www.econbiz.de/10011630840
Saved in:
6
Valuation of guaranteed minimum maturity benefits in variable annuities with surrender options
Shen, Yang
;
Sherris, Michael
;
Ziveyi, Jonathan
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 127-137
Persistent link: https://www.econbiz.de/10011530941
Saved in:
7
Valuation of variable long-term care Annuities with Guaranteed Lifetime Withdrawal Benefits : a variance reduction approach
Hsieh, Ming-hua
;
Wang, Jennifer L.
;
Chiu, Yu-Fen
;
Chen, …
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 246-254
Persistent link: https://www.econbiz.de/10011825282
Saved in:
8
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
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9
Systematic longevity risk : to bear or to insure?
Boon, Ling-Ni
;
Brière, Marie
;
Werker, Bas J. M.
- In:
Journal of pension economics and finance : JPEF
19
(
2020
)
3
,
pp. 409-441
Persistent link: https://www.econbiz.de/10012240694
Saved in:
10
Valuation of general
GMWB
annuities in a low interest rate environment
Fontana, Claudio
;
Rotondi, Francesco
- In:
Insurance / Mathematics & economics
112
(
2023
),
pp. 142-167
Persistent link: https://www.econbiz.de/10014446751
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