Works matching DE "VARIABLE annuities"
Results: 181
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:
- 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:
- 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:
- 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:
- 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:
- 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:
- 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:
- Publication type:
- Article
ABCs (and Ds) of Understanding VARs.
- Published in:
- American Economic Review, 2007, v. 97, n. 3, p. 1021
- By:
- 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:
- 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:
- 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:
- Publication type:
- Article
Not all disability insurance is created equal.
- Published in:
- Urology Times, 2002, v. 30, n. 6, p. 45
- By:
- 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:
- 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:
- 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:
- 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:
- 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:
- Publication type:
- Article
Author's Reply.
- Published in:
- Journal of Risk & Insurance, 1974, v. 41, n. 3, p. 525, doi. 10.2307/252054
- By:
- 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:
- 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:
- Publication type:
- Article
AUTHOR'S REPLY.
- Published in:
- Journal of Risk & Insurance, 1971, v. 38, n. 3, p. 483, doi. 10.2307/251410
- By:
- Publication type:
- Article
FURTHER COMMENT.
- Published in:
- Journal of Risk & Insurance, 1971, v. 38, n. 3, p. 477, doi. 10.2307/251409
- By:
- 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:
- 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:
- 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:
- 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:
- 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:
- 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:
- 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:
- 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:
- 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:
- 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:
- 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:
- 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:
- 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:
- 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:
- 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:
- 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:
- 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:
- Publication type:
- Article
COMPARING VARIABLE ANNUITIES AND MUTUAL FUNDS.
- Published in:
- Journal of Financial Service Professionals, 2004, v. 58, n. 1, p. 33
- By:
- Publication type:
- Article
A new generation of retirement solutions.
- Published in:
- inFinance, 2009, v. 123, n. 5, p. 35
- By:
- 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:
- 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:
- 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:
- 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:
- 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:
- 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:
- 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:
- Publication type:
- Article