Works matching DE "VARIABLE annuities"

Results: 185

Pricing Variable Annuity Contract with GMAB Guarantee Under a Regime Switching Local Volatility Model.

Published in:

Computational Economics, 2025, v. 66, n. 2, p. 1603, doi. 10.1007/s10614-024-10764-5

By:

Mohammad, Sarfraz;
Arunachalam, Viswanathan;
Selvamuthu, Dharmaraja

Publication type:

Article

An Adaptive Method of Variable Selection in Regression.

Published in:

Communications in Statistics: Simulation & Computation, 2008, v. 37, n. 6, p. 1129, doi. 10.1080/03610910802049680

By:

O'Gorman, ThomasW.

Publication type:

Article

Variable annuities versus mutual funds: a Monte-Carlo analysis of the options.

Published in:

Financial Services Review, 2001, v. 10, n. 1-4, p. 145, doi. 10.1016/S1057-0810(02)00101-4

By:

Milevsky, Moshe Arye;
Panyagometh, Kamphol

Publication type:

Article

A Tax-Free Exploitation of the Turn-of-the-Month Effect: C.R.E.F.

Published in:

Financial Services Review, 1998, v. 7, n. 1, p. 11, doi. 10.1016/S1057-0810(99)80010-9

By:

Kunkel, Robert A.;
Compton, William S.

Publication type:

Article

Optimal Annuity Risk Management*.

Published in:

Review of Finance, 2011, v. 15, n. 4, p. 799, doi. 10.1093/rof/rfq006

By:

Koijen, Ralph S. J.;
Nijman, Theo E.;
Werker, Bas J. M.

Publication type:

Article

THE DIFFERENT IMPACT OF PENSION REFORM ON WOMEN AND MEN.

Published in:

Annals of the University of Oradea, Economic Science Series, 2008, v. 17, n. 1, p. 284

By:

Simona-Luize, Dordea;
Veronica, Popovici

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

Tracking Annuity Data.

Published in:

Journal of Financial Planning, 1994, v. 7, n. 4, p. 149

By:

Huxford, David C.

Publication type:

Article

DO VARIABLE ANNUITIES MAKE MORE SENSE AFTER '93 TAX HIKE?

Published in:

Journal of Financial Planning, 1994, v. 7, n. 3, p. 131

By:

Hogan, Stephen

Publication type:

Article

THE ECONOMICS OF CHARITABLE GIFT PLANNING.

Published in:

Journal of Financial Planning, 1993, v. 6, n. 3, p. 110

By:

Freeman, Douglas K.;
Klein, Stanley

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

Indifference fee rate for variable annuities.

Published in:

Applied Mathematical Finance, 2016, v. 23, n. 4, p. 278, doi. 10.1080/1350486X.2016.1243011

By:

Chevalier, Etienne;
Lim, Thomas;
Romo Romero, Ricardo

Publication type:

Article

Insurance Perspectives—LB&I Directive on Insurance Company Hedging of Variable Annuity Guaranteed Benefits.

Published in:

Journal of Taxation of Financial Products, 2015, v. 12, n. 3, p. 5

By:

Mitchell, Samuel A.

Publication type:

Article

The High-Net-Worth Client.

Published in:

Journal of Retirement Planning, 2009, v. 12, n. 2, p. 13

By:

Kroll, Arthur H.

Publication type:

Article

Insurance in Retirement Planning.

Published in:

Journal of Retirement Planning, 2007, v. 10, n. 4, p. 5

By:

Baldwin Jr., Ben

Publication type:

Article

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

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

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

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

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

Optimal defined-contribution pension management with financial and mortality risks.

Published in:

Astin Bulletin, 2024, v. 54, n. 3, p. 546, doi. 10.1017/asb.2024.22

By:

Li, Wenyuan;
Wei, Pengyu

Publication type:

Article

Taxation and policyholder behavior: the case of guaranteed minimum accumulation benefits.

Published in:

Astin Bulletin, 2024, v. 54, n. 1, p. 185, doi. 10.1017/asb.2023.38

By:

Alonso-García, Jennifer;
Sherris, Michael;
Thirurajah, Samuel;
Ziveyi, Jonathan

Publication type:

Article

ASB volume 53 issue 3 Cover and Back matter.

Published in:: Astin Bulletin, 2023, v. 53, n. 3, p. b1, doi. 10.1017/asb.2023.31
Publication type:: Article

A hybrid data mining framework for variable annuity portfolio valuation.

Published in:

Astin Bulletin, 2023, v. 53, n. 3, p. 580, doi. 10.1017/asb.2023.26

By:

Gweon, Hyukjun;
Li, Shu

Publication type:

Article

Risk allocation through shapley decompositions, with applications to variable annuities.

Published in:

Astin Bulletin, 2023, v. 53, n. 2, p. 311, doi. 10.1017/asb.2023.7

By:

Godin, Frédéric;
Hamel, Emmanuel;
Gaillardetz, Patrice;
Hon-Man Ng, Edwin

Publication type:

Article

A MIXED BOND AND EQUITY FUND MODEL FOR THE VALUATION OF VARIABLE ANNUITIES.

Published in:

Astin Bulletin, 2021, v. 51, n. 1, p. 131, doi. 10.1017/asb.2020.37

By:

Augustyniak, Maciej;
Godin, Frédéric;
Hamel, Emmanuel

Publication type:

Article

ASB volume 50 issue 3 Cover and Back matter.

Published in:: Astin Bulletin, 2020, v. 50, n. 3, p. b1, doi. 10.1017/asb.2020.17
Publication type:: Article

ASB volume 50 issue 3 Cover and Front matter.

Published in:: Astin Bulletin, 2020, v. 50, n. 3, p. f1, doi. 10.1017/asb.2020.16
Publication type:: Article

TAXATION OF A GMWB VARIABLE ANNUITY IN A STOCHASTIC INTEREST RATE MODEL.

Published in:

Astin Bulletin, 2020, v. 50, n. 3, p. 1001, doi. 10.1017/asb.2020.29

By:

Molent, Andrea

Publication type:

Article

AN EFFECTIVE BIAS-CORRECTED BAGGING METHOD FOR THE VALUATION OF LARGE VARIABLE ANNUITY PORTFOLIOS.

Published in:

Astin Bulletin, 2020, v. 50, n. 3, p. 853, doi. 10.1017/asb.2020.28

By:

Gweon, Hyukjun;
Li, Shu;
Mamon, Rogemar

Publication type:

Article

EFFICIENT DYNAMIC HEDGING FOR LARGE VARIABLE ANNUITY PORTFOLIOS WITH MULTIPLE UNDERLYING ASSETS.

Published in:

Astin Bulletin, 2020, v. 50, n. 3, p. 913, doi. 10.1017/asb.2020.26

By:

Lin, X. Sheldon;
Yang, Shuai

Publication type:

Article

RISK-BASED CAPITAL FOR VARIABLE ANNUITY UNDER STOCHASTIC INTEREST RATE.

Published in:

Astin Bulletin, 2020, v. 50, n. 3, p. 959, doi. 10.1017/asb.2020.20

By:

Wang, JinDong;
Xu, Wei

Publication type:

Article

ASB volume 50 issue 2 Cover and Back matter.

Published in:: Astin Bulletin, 2020, v. 50, n. 2, p. b1, doi. 10.1017/asb.2020.17
Publication type:: Article

ASB volume 50 issue 2 Cover and Front matter.

Published in:: Astin Bulletin, 2020, v. 50, n. 2, p. f1, doi. 10.1017/asb.2020.16
Publication type:: Article

LESS-EXPENSIVE VALUATION AND RESERVING OF LONG-DATED VARIABLE ANNUITIES WHEN INTEREST RATES AND MORTALITY RATES ARE STOCHASTIC.

Published in:

Astin Bulletin, 2020, v. 50, n. 2, p. 381, doi. 10.1017/asb.2020.7

By:

Fergusson, Kevin

Publication type:

Article

THE EFFECT OF THE ASSUMED INTEREST RATE AND SMOOTHING ON VARIABLE ANNUITIES.

Published in:

Astin Bulletin, 2020, v. 50, n. 1, p. 131, doi. 10.1017/asb.2019.27

By:

Balter, Anne G.;
Werker, Bas J. M.

Publication type:

Article

LOCAL HEDGING OF VARIABLE ANNUITIES IN THE PRESENCE OF BASIS RISK.

Published in:

Astin Bulletin, 2018, v. 48, n. 2, p. 611, doi. 10.1017/asb.2018.7

By:

Trottier, Denis-Alexandre;
Godin, Frédéric;
Hamel, Emmanuel

Publication type:

Article

FAST COMPUTATION OF RISK MEASURES FOR VARIABLE ANNUITIES WITH ADDITIONAL EARNINGS BY CONDITIONAL MOMENT MATCHING.

Published in:

Astin Bulletin, 2018, v. 48, n. 1, p. 171, doi. 10.1017/asb.2017.33

By:

Privault, Nicolas;
Wei, Xiao

Publication type:

Article