Narrow search
Showing 1 - 10 of 5,367
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
Cover Image
Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization
Ceci, Claudia; Colaneri, Katia; Cretarola, Alessandra - In: Insurance / Mathematics & economics 60 (2015), pp. 47-60
Persistent link: https://www.econbiz.de/10010484834
Cover Image
Spectral methods for the calculation of risk measures for variable annuity guaranteed benefits
Feng, Runhuan; Volkmer, Hans W. - In: Astin bulletin : the journal of the International … 44 (2014) 3, pp. 653-681
Persistent link: https://www.econbiz.de/10010407941
Cover Image
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
Cover Image
Less-expensive long-term annuities linked to mortality, cash and equity
Fergusson, Kevin; Platen, Eckhard - In: Annals of actuarial science : publ. by the Institute of … 17 (2023) 1, pp. 170-207
Persistent link: https://www.econbiz.de/10014306947
Cover Image
Cliquet-style return guarantees in a regime switching Lévy model
Hieber, Peter - In: Insurance / Mathematics & economics 72 (2017), pp. 138-147
Persistent link: https://www.econbiz.de/10011694412
Cover Image
Equity-linked annuity pricing with cliquet-style guarantees in regime-switching and stochastic volatility models with jumps
Cui, Zhenyu; Kirkby, J. Lars; Nguyen, Duy - In: Insurance / Mathematics & economics 74 (2017), pp. 46-62
Persistent link: https://www.econbiz.de/10011712358
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
Cover Image
Quadratic hedging of equity-linked life insurance contracts under the real-world measure in discrete time
Glazyrina, Anna; Melʹnikov, Aleksandr V. - In: Risk and decision analysis 6 (2017) 2, pp. 167-175
Persistent link: https://www.econbiz.de/10011743830
Cover Image
Risk analysis of annuity conversion options with a special focus on decomposing risk
Schilling, Katja - 2017
Persistent link: https://www.econbiz.de/10011898170