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Long-Term Returns in Stochasti...
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Kapitaleinkommen
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rmite time ruin probabilities
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Selected papers of the International Conference on Operations Research : Berlin, August 30 - September 2, 1994
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Long-term returns in stochastic interest rate models
Deelstra, Griselda
- In:
Selected papers of the International Conference on …
,
(pp. 280-283)
.
1995
Persistent link: https://www.econbiz.de/10001315786
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Pricing variable annuity guarantees in a local volatility framework
Deelstra, Griselda
;
Rayée, Grégory
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 650-663
Persistent link: https://www.econbiz.de/10010227910
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The role of the dependence between mortality and interest rates when pricing guaranteed annuity options
Deelstra, Griselda
;
Grasselli, Martino
;
Van Weverberg, …
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 205-219
Persistent link: https://www.econbiz.de/10011630651
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A multi-curve HJM factor model for pricing and risk management
Bienek, Tobias
;
Deelstra, Griselda
;
Lichtenstern, Andreas
; …
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1659-1675
Persistent link: https://www.econbiz.de/10014419185
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