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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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Valuation and optimal surrender of variable annuities with guaranteed minimum benefits and periodic fees
Kirkby, J. Lars; Aguilar, Jean-Philippe - In: Scandinavian actuarial journal 2023 (2023) 6, pp. 624-654
Persistent link: https://www.econbiz.de/10014383864
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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
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Long guarantees with short duration : the rolling annuity
Jarner, Søren Fiig; Preisel, Michael - In: Scandinavian actuarial journal (2017) 6, pp. 471-494
Persistent link: https://www.econbiz.de/10011848436
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Converting retirement benefit into a life care annuity with graded benefits
Pla-Porcel, Javier; Ventura Marco, Manuel; … - In: Scandinavian actuarial journal (2017) 10, pp. 829-853
Persistent link: https://www.econbiz.de/10011848694
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Bayesian multivariate regime-switching models and the impact of correlation structure misspecification in variable annuity pricing
Hartman, Brian; Groendyke, Chris; Engler, David - In: Scandinavian actuarial journal 2020 (2020) 2, pp. 152-171
Persistent link: https://www.econbiz.de/10012195031
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Tail index-linked annuity : a longevity risk sharing retirement plan
Chen, An; Li, Hong; Schultze, Mark B. - In: Scandinavian actuarial journal 2022 (2022) 2, pp. 139-164
Persistent link: https://www.econbiz.de/10012872655
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Analytic valuation of GMDB options with utility based asset allocation
Ulm, Eric R. - In: Scandinavian actuarial journal 2022 (2022) 9, pp. 816-840
Persistent link: https://www.econbiz.de/10013419050
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Valuation of variable annuities with guaranteed minimummaturity benefits and periodic fees
Ai, Meiqiao; Wang, Yunyun; Zhang, Zhimin; Zhu, Dan - In: Scandinavian actuarial journal 2024 (2024) 3, pp. 252-278
Persistent link: https://www.econbiz.de/10014520482
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A two-dimensional dividend problem for collaborating companies and an optimal stopping problem
Grandits, Peter - In: Scandinavian actuarial journal 2019 (2019) 1, pp. 80-96
Persistent link: https://www.econbiz.de/10012194933