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Valuation of Variable Annuitie...
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1
Valuation of variable annuities with Guaranteed Minimum Withdrawal Benefit under stochastic interest rate
Shevchenko, Pavel V.
;
Luo, Xiaolin
- In:
Insurance / Mathematics & economics
76
(
2017
),
pp. 104-117
Persistent link: https://www.econbiz.de/10011774788
Saved in:
2
The impact of model risk on dynamic portfolio selection under multi-period mean-standard-deviation criterion
Penev, Spiridon
;
Shevchenko, Pavel V.
;
Wu, Wei
- In:
European journal of operational research : EJOR
273
(
2019
)
2
,
pp. 772-784
Persistent link: https://www.econbiz.de/10011987589
Saved in:
3
Valuation of barrier options using sequential Monte Carlo
Shevchenko, Pavel V.
;
Del Moral, Pierre
- In:
The journal of computational finance
20
(
2016/2017
)
4
,
pp. 107-135
Persistent link: https://www.econbiz.de/10011691638
Saved in:
4
Optimal consumption, investment and housing with means-tested public pension in retirement
Andréasson, Johan G.
;
Shevchenko, Pavel V.
;
Novikov, …
- In:
Insurance / Mathematics & economics
75
(
2017
),
pp. 32-47
Persistent link: https://www.econbiz.de/10011740706
Saved in:
5
A unified approach to mortality modelling using state-space framework : characterisation, identification, estimation and forecasting
Fung, Man Chung
;
Peters, Gareth
;
Shevchenko, Pavel V.
- In:
Annals of actuarial science : publ. by the Institute of …
11
(
2017
)
2
,
pp. 343-389
Persistent link: https://www.econbiz.de/10011820669
Saved in:
6
Which risk factors drive oil futures price curves?
Ames, Matthew
;
Bagnarosa, Guillaume
;
Matsui, Tomoko
; …
- In:
Energy economics
87
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012512291
Saved in:
7
Optimal life-cycle consumption and investment decisions under age-dependent risk preferences
Lichtenstern, Andreas
;
Shevchenko, Pavel V.
;
Zagst, Rudi
- In:
Mathematics and financial economics
15
(
2021
)
2
,
pp. 275-313
Persistent link: https://www.econbiz.de/10012500025
Saved in:
8
Cyber risk frequency, severity and insurance viability
Malavasi, Matteo
;
Peters, Gareth
;
Shevchenko, Pavel V.
; …
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 90-114
Persistent link: https://www.econbiz.de/10013380467
Saved in:
9
Impact of COVID-19 type events on the economy and climate under the stochastic DICE model
Shevchenko, Pavel V.
;
Murakami, Daisuke
;
Matsui, Tomoko
; …
- In:
Environmental economics and policy studies : the …
24
(
2022
)
3
,
pp. 459-476
Persistent link: https://www.econbiz.de/10013387101
Saved in:
10
Life cycle insurance, bequest motives and annuity loads
Arandjelović, Aleksandar
;
Kingston, Geoffrey H.
; …
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014495379
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