Works matching DE "VARIABLE annuities"

Results: 183

Evaluation of variable annuity guarantees with the effect of jumps in the asset price process.

Published in:

Cogent Economics & Finance, 2017, v. 5, n. 1, p. N.PAG, doi. 10.1080/23322039.2017.1326218

By:

Juma, Mussa;
Lee, Min Cherng;
Chin, Seong Tah;
Liew, Kian Wah;
McMillan, David

Publication type:

Article

DEVELOPMENT OF A SCENARIO PROSPECTING MODEL WITH THE USE OF MULTICRITERIA DECISION AIDING: IMPORTANCE OF ENVIRONMENTAL VARIABLES.

Published in:

Brazilian Journal of Operations & Production Management, 2017, v. 14, n. 2, p. 210, doi. 10.14488/BJOPM.2017.v14.n2.a9

By:

Moraes Vieira, José Artur;
Braga, Igor Engel;
Simões Gomes, Carlos Francisco

Publication type:

Article

Guaranteed minimum withdrawal benefits with high-water mark fee structure.

Published in:

PLoS ONE, 2024, v. 19, n. 5, p. 1, doi. 10.1371/journal.pone.0302740

By:

Han, Yichen;
Wu, Lianxia;
Li, Dongchen;
Han, Jiaqi

Publication type:

Article

Analysis of fair fee in guaranteed lifelong withdrawal and Markovian health benefits.

Published in:

Annals of Finance, 2023, v. 19, n. 3, p. 383, doi. 10.1007/s10436-022-00422-x

By:

D'Amico, Guglielmo;
Singh, Shakti;
Selvamuthu, Dharmaraja

Publication type:

Article

Pricing and hedging GMWB in the Heston and in the Black-Scholes with stochastic interest rate models.

Published in:

Computational Management Science, 2019, v. 16, n. 1/2, p. 217, doi. 10.1007/s10287-018-0304-2

By:

Goudenege, Ludovic;
Molent, Andrea;
Zanette, Antonino

Publication type:

Article

Machine learning of surrender: Optimality and humanity.

Published in:

Journal of Risk & Insurance, 2024, v. 91, n. 4, p. 915, doi. 10.1111/jori.12428

By:

Jia, Bowen;
Wang, Ling;
Wong, Hoi Ying

Publication type:

Article

Cheaper by the bundle: The interaction of frictions and option exercise in variable annuities.

Published in:

Journal of Risk & Insurance, 2023, v. 90, n. 2, p. 459, doi. 10.1111/jori.12393

By:

Bauer, Daniel;
Moenig, Thorsten

Publication type:

Article

It's RILA time: An introduction to registered index‐linked annuities.

Published in:: Journal of Risk & Insurance, 2022, v. 89, n. 2, p. 339, doi. 10.1111/jori.12357
Publication type:: Article

Efficient valuation of variable annuity portfolios with dynamic programming.

Published in:: Journal of Risk & Insurance, 2021, v. 88, n. 4, p. 1023, doi. 10.1111/jori.12355
Publication type:: Article

High‐water mark fee structure in variable annuities.

Published in:

Journal of Risk & Insurance, 2021, v. 88, n. 4, p. 1057, doi. 10.1111/jori.12345

By:

Landriault, David;
Li, Bin;
Li, Dongchen;
Wang, Yumin

Publication type:

Article

Where Less Is More: Reducing Variable Annuity Fees to Benefit Policyholder and Insurer.

Published in:

Journal of Risk & Insurance, 2019, v. 86, n. 3, p. 761, doi. 10.1111/jori.12237

By:

Bernard, Carole;
Moenig, Thorsten

Publication type:

Article

Lapse‐and‐Reentry in Variable Annuities.

Published in:

Journal of Risk & Insurance, 2018, v. 85, n. 4, p. 911, doi. 10.1111/jori.12171

By:

Moenig, Thorsten;
Zhu, Nan

Publication type:

Article

Investment in the Common Good: Free Rider Effect and the Stability of Mixed Strategy Equilibria.

Published in:

Operations Research, 2024, v. 72, n. 2, p. 684, doi. 10.1287/opre.2022.2371

By:

Kim, Youngsoo;
Kwon, H. Dharma

Publication type:

Article

A Time Series Framework for Pricing Guaranteed Lifelong Withdrawal Benefit.

Published in:

Computational Economics, 2021, v. 58, n. 4, p. 1225, doi. 10.1007/s10614-020-09999-9

By:

Sharma, Nitu;
Dharmaraja, S.;
Arunachalam, Viswanathan

Publication type:

Article

Analysis of VIX-linked fee incentives in variable annuities via continuous-time Markov chain approximation.

Published in:

Quantitative Finance, 2023, v. 23, n. 7/8, p. 1055, doi. 10.1080/14697688.2023.2215278

By:

MacKay, Anne;
Vachon, Marie-Claude;
Cui, Zhenyu

Publication type:

Article

Variable annuities in a Lévy-based hybrid model with surrender risk.

Published in:

Quantitative Finance, 2020, v. 20, n. 5, p. 867, doi. 10.1080/14697688.2019.1687929

By:

Ballotta, Laura;
Eberlein, Ernst;
Schmidt, Thorsten;
Zeineddine, Raghid

Publication type:

Article

Pricing bounds and bang-bang analysis of the Polaris variable annuities.

Published in:

Quantitative Finance, 2020, v. 20, n. 1, p. 147, doi. 10.1080/14697688.2019.1635709

By:

Shen, Zhiyi;
Weng, Chengguo

Publication type:

Article

Willow tree algorithms for pricing Guaranteed Minimum Withdrawal Benefits under jump-diffusion and CEV models.

Published in:

Quantitative Finance, 2019, v. 19, n. 10, p. 1741, doi. 10.1080/14697688.2019.1583360

By:

Dong, Bing;
Xu, Wei;
Kwok, Yue Kuen

Publication type:

Article

Pricing and hedging guaranteed minimum withdrawal benefits under a general Lévy framework using the COS method.

Published in:

Quantitative Finance, 2018, v. 18, n. 6, p. 1049, doi. 10.1080/14697688.2017.1357832

By:

Alonso-García, Jennifer;
Wood, Oliver;
Ziveyi, Jonathan

Publication type:

Article

Regression-based Monte Carlo methods for stochastic control models: variable annuities with lifelong guarantees.

Published in:

Quantitative Finance, 2016, v. 16, n. 6, p. 905, doi. 10.1080/14697688.2015.1088962

By:

Huang, Yao Tung;
Kwok, Yue Kuen

Publication type:

Article

Predicting Nominal Variable Relationships with Multiple Response.

Published in:

Journal of Forecasting, 1995, v. 14, n. 7, p. 585, doi. 10.1002/for.3980140704

By:

Umesh, U. N.

Publication type:

Article

A Simple Method for Pricing Interest Rate Swaptions.

Published in:

Financial Analysts Journal, 1991, v. 47, n. 3, p. 72, doi. 10.2469/faj.v47.n3.72

By:

Smith, David R.

Publication type:

Article

Variable Annuity Suggestions.

Published in:

Financial Analysts Journal, 1970, v. 26, n. 1, p. 111, doi. 10.2469/faj.v26.n1.111

By:

Ritter, Lucy E.

Publication type:

Article

Innovative Uses of Variable Annuities for Legacy Planning.

Published in:

2015

By:

Herzberg, Philip

Publication type:

Opinion

Keeping Up with Current Insurance Events.

Published in:

Journal of Financial Planning, 2013, v. 26, n. 11, p. 38

By:

Katt, Peter C.

Publication type:

Article

Tax Deferral: When Does It Make Sense and When Does It Cost Cents (or Dollars)?

Published in:

Journal of Financial Planning, 2012, v. 25, n. 9, p. 32

By:

Silk, Roger D.

Publication type:

Article

Not all disability insurance is created equal.

Published in:

Urology Times, 2002, v. 30, n. 6, p. 45

By:

Blau, Joel M.

Publication type:

Article

Analysing the Linux kernel feature model changes using FMDiff.

Published in:

Software & Systems Modeling, 2017, v. 16, n. 1, p. 55, doi. 10.1007/s10270-015-0472-2

By:

Dintzner, Nicolas;
Deursen, Arie;
Pinzger, Martin

Publication type:

Article

A Better Match for Drivers and Riders: Reinforcement Learning at Lyft.

Published in:

INFORMS Journal on Applied Analytics, 2024, v. 54, n. 1, p. 71, doi. 10.1287/inte.2023.0083

By:

Azagirre, Xabi;
Balwally, Akshay;
Candeli, Guillaume;
Chamandy, Nicholas;
Han, Benjamin;
King, Alona;
Hyungjun Lee;
Loncaric, Martin;
Martin, Sébastien;
Narasiman, Vijay;
Zhiwei (Tony) Qin;
Richard, Baptiste;
Smoot, Sara;
Taylor, Sean;
van Ryzin, Garrett;
Di Wu;
Fei Yu;
Zamoshchin, Alex

Publication type:

Article

The "1-2-3s" of Pension Derisking: Three Tactics for Financial Stability.

Published in:

Benefits Quarterly, 2021, v. 37, n. 2, p. 20

By:

Wadia, Zorast;
tenBroek, Heidi

Publication type:

Article

Investment Returns of Variable Annuities: Recent Results.

Published in:

Benefits Quarterly, 1990, v. 6, n. 4, p. 61

By:

McNamara, Michael J.;
Oppenheimer, Henry R.

Publication type:

Article

Editor's Page.

Published in:

Benefits Quarterly, 1990, v. 6, n. 4, p. 1

By:

Rejda, George E.

Publication type:

Article

Enhancing valuation of variable annuities in Lévy models with stochastic interest rate.

Published in:

Scandinavian Actuarial Journal, 2025, v. 2025, n. 2, p. 213, doi. 10.1080/03461238.2024.2402816

By:

Goudenege, Ludovic;
Molent, Andrea;
Wei, Xiao;
Zanette, Antonino

Publication type:

Article

Valuation of variable annuities with guaranteed minimum maturity benefits and periodic fees.

Published in:

Scandinavian Actuarial Journal, 2024, v. 2024, n. 3, p. 252, doi. 10.1080/03461238.2023.2241193

By:

Ai, Meiqiao;
Wang, Yunyun;
Zhang, Zhimin;
Zhu, Dan

Publication type:

Article

Valuation of variable annuities under stochastic volatility and stochastic jump intensity.

Published in:

Scandinavian Actuarial Journal, 2023, v. 2023, n. 7, p. 708, doi. 10.1080/03461238.2022.2144432

By:

Zhong, Wei;
Zhu, Dan;
Zhang, Zhimin

Publication type:

Article

Valuation and optimal surrender of variable annuities with guaranteed minimum benefits and periodic fees.

Published in:

Scandinavian Actuarial Journal, 2023, v. 2023, n. 6, p. 624, doi. 10.1080/03461238.2022.2141656

By:

Kirkby, J. Lars;
Aguilar, Jean-Philippe

Publication type:

Article

Valuing variable annuities with path-dependent surrender guarantees under regime-switching Lévy models.

Published in:

Scandinavian Actuarial Journal, 2023, v. 2023, n. 4, p. 330, doi. 10.1080/03461238.2022.2099296

By:

Ai, Meiqiao;
Zhang, Zhimin;
Zhu, Dan

Publication type:

Article

Variable annuity pricing, valuation, and risk management: a survey.

Published in:

2022

By:

Feng, Runhuan;
Gan, Guojun;
Zhang, Ning

Publication type:

Literature Review

Analytic valuation of GMDB options with utility based asset allocation.

Published in:

Scandinavian Actuarial Journal, 2022, v. 2022, n. 9, p. 816, doi. 10.1080/03461238.2022.2034127

By:

Ulm, Eric R.

Publication type:

Article

Bayesian multivariate regime-switching models and the impact of correlation structure misspecification in variable annuity pricing.

Published in:

Scandinavian Actuarial Journal, 2020, v. 2020, n. 2, p. 152, doi. 10.1080/03461238.2019.1655476

By:

Hartman, Brian;
Groendyke, Chris;
Engler, David

Publication type:

Article

A lattice-based model to evaluate variable annuities with guaranteed minimum withdrawal benefits under a regime-switching model.

Published in:

Scandinavian Actuarial Journal, 2017, v. 2017, n. 3, p. 231, doi. 10.1080/03461238.2015.1119716

By:

Costabile, M.

Publication type:

Article

Valuing variable annuity guarantees on multiple assets.

Published in:

Scandinavian Actuarial Journal, 2017, v. 2017, n. 3, p. 209, doi. 10.1080/03461238.2015.1102167

By:

Da Fonseca, José;
Ziveyi, Jonathan

Publication type:

Article

Bayesian Risk Management for Equity-Linked Insurance.

Published in:

Scandinavian Actuarial Journal, 2002, v. 2002, n. 3, p. 185, doi. 10.1080/034612302320179863

By:

Hardy, Mary R.

Publication type:

Article

Market Regime Identification and Variable Annuity Pricing: Analysis of COVID-19-Induced Regime Shifts in the Indian Stock Market.

Published in:

Mathematical & Computational Applications, 2025, v. 30, n. 2, p. 23, doi. 10.3390/mca30020023

By:

Sarfraz, Mohammad;
D'Amico, Guglielmo;
Selvamuthu, Dharmaraja

Publication type:

Article

Robustly Hedging Variable Annuities With Guarantees Under Jump and Volatility Risks.

Published in:

Journal of Risk & Insurance, 2007, v. 74, n. 2, p. 347, doi. 10.1111/j.1539-6975.2007.00216.x

By:

Coleman, T. F.;
Kim, Y.;
Li, Y.;
Patron, M.

Publication type:

Article

The Effect of the Real Option to Transfer on the Value of Guaranteed Minimum Death Benefits.

Published in:

Journal of Risk & Insurance, 2006, v. 73, n. 1, p. 43, doi. 10.1111/j.1539-6975.2006.00165.x

By:

Ulm, Eric R.

Publication type:

Article

The Whole Life Insurance Policy as an Options Package: An Empirical Investigation.

Published in:

Journal of Risk & Insurance, 1985, v. 52, n. 1, p. 44, doi. 10.2307/252615

By:

Walden, Michael L.

Publication type:

Article

A Reevaluation of Tax Sheltered Annuity Cost and Performance Measurement Techniques.

Published in:

Journal of Risk & Insurance, 1978, v. 45, n. 4, p. 575, doi. 10.2307/252245

By:

Todd, Jerry D.

Publication type:

Article

Some Observations on Variable Life Insurance Product Design.

Published in:

Journal of Risk & Insurance, 1975, v. 42, n. 3, p. 518, doi. 10.2307/251707

By:

Blakeslee III, Arthur L.

Publication type:

Article

Author's Reply.

Published in:

Journal of Risk & Insurance, 1974, v. 41, n. 3, p. 525, doi. 10.2307/252054

By:

Greene, Mark G.

Publication type:

Article