Works matching DE "VARIABLE annuities"
Results: 178
Fatalities among Civil Infrastructure Workers: Variable Annuity with Guaranteed Minimum Death Benefits Approach.
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- Journal of Management in Engineering, 2013, v. 29, n. 1, p. 35, doi. 10.1061/(ASCE)ME.1943-5479.0000105
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- Article
Analysis of VIX-linked fee incentives in variable annuities via continuous-time Markov chain approximation.
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- Quantitative Finance, 2023, v. 23, n. 7/8, p. 1055, doi. 10.1080/14697688.2023.2215278
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Variable annuities in a Lévy-based hybrid model with surrender risk.
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- Quantitative Finance, 2020, v. 20, n. 5, p. 867, doi. 10.1080/14697688.2019.1687929
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Pricing bounds and bang-bang analysis of the Polaris variable annuities.
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- Quantitative Finance, 2020, v. 20, n. 1, p. 147, doi. 10.1080/14697688.2019.1635709
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Willow tree algorithms for pricing Guaranteed Minimum Withdrawal Benefits under jump-diffusion and CEV models.
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- Quantitative Finance, 2019, v. 19, n. 10, p. 1741, doi. 10.1080/14697688.2019.1583360
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Pricing and hedging guaranteed minimum withdrawal benefits under a general Lévy framework using the COS method.
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- Quantitative Finance, 2018, v. 18, n. 6, p. 1049, doi. 10.1080/14697688.2017.1357832
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- Article
Regression-based Monte Carlo methods for stochastic control models: variable annuities with lifelong guarantees.
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- Quantitative Finance, 2016, v. 16, n. 6, p. 905, doi. 10.1080/14697688.2015.1088962
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ABCs (and Ds) of Understanding VARs.
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- American Economic Review, 2007, v. 97, n. 3, p. 1021
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Asset allocation via life-cycle adjusted PPI strategy: evidence from the U.S. and China stock market.
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- Applied Economics, 2025, v. 57, n. 3, p. 251, doi. 10.1080/00036846.2024.2303615
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- Article
Guaranteed minimum withdrawal benefits with high-water mark fee structure.
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- PLoS ONE, 2024, v. 19, n. 5, p. 1, doi. 10.1371/journal.pone.0302740
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- Article
Pricing and hedging GMWB in the Heston and in the Black-Scholes with stochastic interest rate models.
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- Computational Management Science, 2019, v. 16, n. 1/2, p. 217, doi. 10.1007/s10287-018-0304-2
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Not all disability insurance is created equal.
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- Urology Times, 2002, v. 30, n. 6, p. 45
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- Article
Robustly Hedging Variable Annuities With Guarantees Under Jump and Volatility Risks.
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- Journal of Risk & Insurance, 2007, v. 74, n. 2, p. 347, doi. 10.1111/j.1539-6975.2007.00216.x
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- Article
The Effect of the Real Option to Transfer on the Value of Guaranteed Minimum Death Benefits.
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- Journal of Risk & Insurance, 2006, v. 73, n. 1, p. 43, doi. 10.1111/j.1539-6975.2006.00165.x
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- Article
The Whole Life Insurance Policy as an Options Package: An Empirical Investigation.
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- Journal of Risk & Insurance, 1985, v. 52, n. 1, p. 44, doi. 10.2307/252615
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- Article
A Reevaluation of Tax Sheltered Annuity Cost and Performance Measurement Techniques.
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- Journal of Risk & Insurance, 1978, v. 45, n. 4, p. 575, doi. 10.2307/252245
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Some Observations on Variable Life Insurance Product Design.
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- Journal of Risk & Insurance, 1975, v. 42, n. 3, p. 518, doi. 10.2307/251707
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Author's Reply.
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- Journal of Risk & Insurance, 1974, v. 41, n. 3, p. 525, doi. 10.2307/252054
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A Note on Loading Charges for Variable Annuities: Comment.
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- Journal of Risk & Insurance, 1974, v. 41, n. 3, p. 523, doi. 10.2307/252053
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CORRECTION.
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- 1974
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- Correction Notice
A Note on Loading Charges for Variable Annuities.
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- Journal of Risk & Insurance, 1973, v. 40, n. 3, p. 473, doi. 10.2307/252238
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AUTHOR'S REPLY.
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- Journal of Risk & Insurance, 1971, v. 38, n. 3, p. 483, doi. 10.2307/251410
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- Article
FURTHER COMMENT.
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- Journal of Risk & Insurance, 1971, v. 38, n. 3, p. 477, doi. 10.2307/251409
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- Article
LIFE INSURERS, VARIABLE ANNUITIES AND MUTUAL FUNDS: A CRITICAL STUDY: COMMENT.
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- Journal of Risk & Insurance, 1971, v. 38, n. 3, p. 463, doi. 10.2307/251408
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- Article
VARIABLE ANNUITIES AT STATE UNIVERSITIES: THE ILLINOIS CASE.
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- Journal of Risk & Insurance, 1970, v. 37, n. 3, p. 465, doi. 10.2307/250915
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LIFE INSURERS, VARIABLE ANNUITIES AND MUTUAL FUNDS: A CRITICAL STUDY.
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- Journal of Risk & Insurance, 1970, v. 37, n. 1, p. 87, doi. 10.2307/251521
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- Article
MEDIA FOR FUNDING VARIABLE ANNUITIES.
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- Journal of Risk & Insurance, 1968, v. 35, n. 2, p. 257, doi. 10.2307/250835
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- Article
Uncovering Implicit Consumer Needs for Determining Explicit Product Positioning: Growing Prudential Annuities' Variable Annuity Sales.
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- Marketing Science, 2011, v. 30, n. 4, p. 595, doi. 10.1287/mksc.1100.0610
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- Article
2009-2010 ISMS-MSI Practice Prize Competition.
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- Marketing Science, 2011, v. 30, n. 4, p. 565, doi. 10.1287/mksc.1100.0628
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- Article
Models of loan amortization under annual variable annuities.
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- Acta Economica, 2013, v. 11, n. 19, p. 67, doi. 10.7251/ACE1319067K
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- Article
Colliding Interests – Age as an Automobile Insurance Rating Variable: Equitable Rate-Making or Unfair Discrimination?
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- Journal of Business Ethics, 2007, v. 72, n. 2, p. 103, doi. 10.1007/s10551-006-9160-z
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- Article
Valuation of guaranteed minimum accumulation benefits (GMABs) with physics-inspired neural networks.
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- Annals of Actuarial Science, 2024, v. 18, n. 2, p. 442, doi. 10.1017/S1748499524000095
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- Article
Pseudo-model-free hedging for variable annuities via deep reinforcement learning.
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- Annals of Actuarial Science, 2023, v. 17, n. 3, p. 503, doi. 10.1017/S1748499523000027
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- Article
Dynamic importance allocated nested simulation for variable annuity risk measurement.
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- Annals of Actuarial Science, 2022, v. 16, n. 2, p. 319, doi. 10.1017/S1748499521000257
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Tree-based models for variable annuity valuation: parameter tuning and empirical analysis.
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- Annals of Actuarial Science, 2022, v. 16, n. 1, p. 95, doi. 10.1017/S1748499521000075
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- Article
Variability in pension products: a comparison study between The Netherlands and Denmark.
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- Annals of Actuarial Science, 2020, v. 14, n. 2, p. 338, doi. 10.1017/S1748499520000056
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- Article
The effect of retirement taxation rules on the value of guaranteed lifetime withdrawal benefits.
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- Annals of Actuarial Science, 2020, v. 14, n. 1, p. 83, doi. 10.1017/S1748499519000058
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- Article
MAX-MIN OPTIMIZATION PROBLEM FOR VARIABLE ANNUITIES PRICING.
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- International Journal of Theoretical & Applied Finance, 2015, v. 18, n. 8, p. -1, doi. 10.1142/S0219024915500533
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Measuring the Value of a Guaranteed Lifetime Withdrawal Benefit.
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- Journal of Financial Service Professionals, 2010, v. 64, n. 2, p. 38
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Annuities and Suitability: Reflections on the State of the Debate.
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- Journal of Financial Service Professionals, 2006, v. 60, n. 6, p. 52
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- Article
ETHICAL ISSUES WITH ANNUITIES: SOME SITUATIONS FOR REFLECTION.
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- Journal of Financial Service Professionals, 2004, v. 58, n. 5, p. 38
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- Article
COMPARING VARIABLE ANNUITIES AND MUTUAL FUNDS.
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- Journal of Financial Service Professionals, 2004, v. 58, n. 1, p. 33
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- Article
A new generation of retirement solutions.
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- inFinance, 2009, v. 123, n. 5, p. 35
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- Article
Systematic longevity risk: to bear or to insure?
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- Journal of Pension Economics & Finance, 2020, v. 19, n. 3, p. 409, doi. 10.1017/S1474747219000192
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Management of California Pension Funds.
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- California Management Review, 1962, v. 5, n. 1, p. 33, doi. 10.2307/41165509
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- Article
Time series model for GLWB with surrender benefit and stochastic interest rate: Dynamic withdrawal approach.
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- Applied Stochastic Models in Business & Industry, 2023, v. 39, n. 3, p. 408, doi. 10.1002/asmb.2751
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- Article
Variable annuities valuation under a mixed fractional Brownian motion environment with jumps considering mortality risk.
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- Applied Stochastic Models in Business & Industry, 2022, v. 38, n. 6, p. 1019, doi. 10.1002/asmb.2699
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- Article
Mean‐variance hedging with basis risk.
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- Applied Stochastic Models in Business & Industry, 2019, v. 35, n. 3, p. 704, doi. 10.1002/asmb.2380
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- Article
Better than Expected: The Hidden Dynamic of Variable Annuity Funds.
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- Review of Finance, 2016, v. 20, n. 6, p. 2273, doi. 10.1093/rof/rfv066
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- Article
Revisiting the Risk-Neutral Approach to Optimal Policyholder Behavior: A Study of Withdrawal Guarantees in Variable Annuities.
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- Review of Finance, 2016, v. 20, n. 2, p. 759, doi. 10.1093/rof/rfv018
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- Article