Works matching DE "VARIABLE annuities"

Results: 178

Fatalities among Civil Infrastructure Workers: Variable Annuity with Guaranteed Minimum Death Benefits Approach.

Published in:

Journal of Management in Engineering, 2013, v. 29, n. 1, p. 35, doi. 10.1061/(ASCE)ME.1943-5479.0000105

By:

El-adaway, Islam H.

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

ABCs (and Ds) of Understanding VARs.

Published in:

American Economic Review, 2007, v. 97, n. 3, p. 1021

By:

Fernández-Villaverde, Jesús;
Rubio-Ramírez, Juan F;
Sargent, Thomas J;
Watson, Mark W

Publication type:

Article

Asset allocation via life-cycle adjusted PPI strategy: evidence from the U.S. and China stock market.

Published in:

Applied Economics, 2025, v. 57, n. 3, p. 251, doi. 10.1080/00036846.2024.2303615

By:

Yang, Shengqi;
He, Lin

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

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

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

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

A Note on Loading Charges for Variable Annuities: Comment.

Published in:

Journal of Risk & Insurance, 1974, v. 41, n. 3, p. 523, doi. 10.2307/252053

By:

Gifford, Donald W.;
Rejda, George;
Pritchett, S. Travis

Publication type:

Article

CORRECTION.

Published in:: 1974
Publication type:: Correction Notice

A Note on Loading Charges for Variable Annuities.

Published in:

Journal of Risk & Insurance, 1973, v. 40, n. 3, p. 473, doi. 10.2307/252238

By:

Greene, Mark R.

Publication type:

Article

AUTHOR'S REPLY.

Published in:

Journal of Risk & Insurance, 1971, v. 38, n. 3, p. 483, doi. 10.2307/251410

By:

Sloane, William R.

Publication type:

Article

FURTHER COMMENT.

Published in:

Journal of Risk & Insurance, 1971, v. 38, n. 3, p. 477, doi. 10.2307/251409

By:

Linke, Charles M.;
Gentry, James A.

Publication type:

Article

LIFE INSURERS, VARIABLE ANNUITIES AND MUTUAL FUNDS: A CRITICAL STUDY: COMMENT.

Published in:

Journal of Risk & Insurance, 1971, v. 38, n. 3, p. 463, doi. 10.2307/251408

By:

Schott, Francis H.;
Belth, Joseph M.;
Rejda, George

Publication type:

Article

VARIABLE ANNUITIES AT STATE UNIVERSITIES: THE ILLINOIS CASE.

Published in:

Journal of Risk & Insurance, 1970, v. 37, n. 3, p. 465, doi. 10.2307/250915

By:

Fox, Harold W.;
Thistlethwaite, Robert L.

Publication type:

Article

LIFE INSURERS, VARIABLE ANNUITIES AND MUTUAL FUNDS: A CRITICAL STUDY.

Published in:

Journal of Risk & Insurance, 1970, v. 37, n. 1, p. 87, doi. 10.2307/251521

By:

Sloane, William R.

Publication type:

Article

MEDIA FOR FUNDING VARIABLE ANNUITIES.

Published in:

Journal of Risk & Insurance, 1968, v. 35, n. 2, p. 257, doi. 10.2307/250835

By:

Johnson, George E.;
Grubbs Jr., Donald S.

Publication type:

Article

Uncovering Implicit Consumer Needs for Determining Explicit Product Positioning: Growing Prudential Annuities' Variable Annuity Sales.

Published in:

Marketing Science, 2011, v. 30, n. 4, p. 595, doi. 10.1287/mksc.1100.0610

By:

Kumar, V.;
Shah, Denish

Publication type:

Article

2009-2010 ISMS-MSI Practice Prize Competition.

Published in:

Marketing Science, 2011, v. 30, n. 4, p. 565, doi. 10.1287/mksc.1100.0628

By:

Winer, Russell S.

Publication type:

Article

Models of loan amortization under annual variable annuities.

Published in:: Acta Economica, 2013, v. 11, n. 19, p. 67, doi. 10.7251/ACE1319067K
Publication type:: Article

Colliding Interests – Age as an Automobile Insurance Rating Variable: Equitable Rate-Making or Unfair Discrimination?

Published in:

Journal of Business Ethics, 2007, v. 72, n. 2, p. 103, doi. 10.1007/s10551-006-9160-z

By:

Brown, Robert;
Charters, Darren;
Gunz, Sally;
Haddow, Neil

Publication type:

Article

Valuation of guaranteed minimum accumulation benefits (GMABs) with physics-inspired neural networks.

Published in:

Annals of Actuarial Science, 2024, v. 18, n. 2, p. 442, doi. 10.1017/S1748499524000095

By:

Hainaut, Donatien

Publication type:

Article

Pseudo-model-free hedging for variable annuities via deep reinforcement learning.

Published in:

Annals of Actuarial Science, 2023, v. 17, n. 3, p. 503, doi. 10.1017/S1748499523000027

By:

Chong, Wing Fung;
Cui, Haoen;
Li, Yuxuan

Publication type:

Article

Dynamic importance allocated nested simulation for variable annuity risk measurement.

Published in:

Annals of Actuarial Science, 2022, v. 16, n. 2, p. 319, doi. 10.1017/S1748499521000257

By:

Dang, Ou;
Feng, Mingbin;
Hardy, Mary R.

Publication type:

Article

Tree-based models for variable annuity valuation: parameter tuning and empirical analysis.

Published in:

Annals of Actuarial Science, 2022, v. 16, n. 1, p. 95, doi. 10.1017/S1748499521000075

By:

Quan, Zhiyu;
Gan, Guojun;
Valdez, Emiliano

Publication type:

Article

Variability in pension products: a comparison study between The Netherlands and Denmark.

Published in:

Annals of Actuarial Science, 2020, v. 14, n. 2, p. 338, doi. 10.1017/S1748499520000056

By:

Balter, Anne G.;
Kallestrup-Lamb, Malene;
Rangvid, Jesper

Publication type:

Article

The effect of retirement taxation rules on the value of guaranteed lifetime withdrawal benefits.

Published in:

Annals of Actuarial Science, 2020, v. 14, n. 1, p. 83, doi. 10.1017/S1748499519000058

By:

Ulm, Eric R.

Publication type:

Article

MAX-MIN OPTIMIZATION PROBLEM FOR VARIABLE ANNUITIES PRICING.

Published in:

International Journal of Theoretical & Applied Finance, 2015, v. 18, n. 8, p. -1, doi. 10.1142/S0219024915500533

By:

BLANCHET-SCALLIET, CHRISTOPHETTE;
CHEVALIER, ETIENNE;
KHARROUBI, IDRIS;
LIM, THOMAS

Publication type:

Article

Measuring the Value of a Guaranteed Lifetime Withdrawal Benefit.

Published in:

Journal of Financial Service Professionals, 2010, v. 64, n. 2, p. 38

By:

Bernard, Garth A.

Publication type:

Article

Annuities and Suitability: Reflections on the State of the Debate.

Published in:

Journal of Financial Service Professionals, 2006, v. 60, n. 6, p. 52

By:

Olsen, John L.

Publication type:

Article

ETHICAL ISSUES WITH ANNUITIES: SOME SITUATIONS FOR REFLECTION.

Published in:

Journal of Financial Service Professionals, 2004, v. 58, n. 5, p. 38

By:

Duska, Ronald F.

Publication type:

Article

COMPARING VARIABLE ANNUITIES AND MUTUAL FUNDS.

Published in:

Journal of Financial Service Professionals, 2004, v. 58, n. 1, p. 33

By:

Atkins, Kyle

Publication type:

Article

A new generation of retirement solutions.

Published in:

inFinance, 2009, v. 123, n. 5, p. 35

By:

Barnett, Andrew

Publication type:

Article

Systematic longevity risk: to bear or to insure?

Published in:

Journal of Pension Economics & Finance, 2020, v. 19, n. 3, p. 409, doi. 10.1017/S1474747219000192

By:

Boon, Ling-Ni;
Brière, Marie;
Werker, Bas J. M.

Publication type:

Article

Management of California Pension Funds.

Published in:

California Management Review, 1962, v. 5, n. 1, p. 33, doi. 10.2307/41165509

By:

Howell, Paul L.

Publication type:

Article

Time series model for GLWB with surrender benefit and stochastic interest rate: Dynamic withdrawal approach.

Published in:

Applied Stochastic Models in Business & Industry, 2023, v. 39, n. 3, p. 408, doi. 10.1002/asmb.2751

By:

Singh, Shakti;
Arunachalam, Viswanathan;
Selvamuthu, Dharmaraja

Publication type:

Article

Variable annuities valuation under a mixed fractional Brownian motion environment with jumps considering mortality risk.

Published in:

Applied Stochastic Models in Business & Industry, 2022, v. 38, n. 6, p. 1019, doi. 10.1002/asmb.2699

By:

Sharma, Nitu;
Selvamuthu, Dharmaraja;
Natarajan, Selvaraju

Publication type:

Article

Mean‐variance hedging with basis risk.

Published in:

Applied Stochastic Models in Business & Industry, 2019, v. 35, n. 3, p. 704, doi. 10.1002/asmb.2380

By:

Xue, Xiaole;
Zhang, Jingong;
Weng, Chengguo

Publication type:

Article

Better than Expected: The Hidden Dynamic of Variable Annuity Funds.

Published in:

Review of Finance, 2016, v. 20, n. 6, p. 2273, doi. 10.1093/rof/rfv066

By:

Massa, Massimo;
Yadav, Vijay

Publication type:

Article

Revisiting the Risk-Neutral Approach to Optimal Policyholder Behavior: A Study of Withdrawal Guarantees in Variable Annuities.

Published in:

Review of Finance, 2016, v. 20, n. 2, p. 759, doi. 10.1093/rof/rfv018

By:

Moenig, Thorsten;
Bauer, Daniel

Publication type:

Article