References

Variable annuities: A unifying valuation approach

2011 · External reference

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

10.1080/03461238.2022.2049635 · 2022 · External reference

Variable annuities in a L´evy-based hybrid model with surrender risk

10.1080/14697688.2019.1687929 · 2020 · External reference

Research on the influence of payment methods on the control of medical insurance expenses—Based on empirical analysis of double difference

10.3389/fpubh.2022.938831 · 2022 · External reference

The impact of pension insurance types on the health of older adults in China: a study based on the 2018 CHARLS data

10.3389/fpubh.2023.1180024 · 2023 · External reference

A hybrid data mining framework for variable annuity portfolio valuation

10.1017/asb.2023.26 · 2023 · External reference

Fast and efficient nested simulation for large variable annuity portfolios: A surrogate modeling approach

2020 · External reference

Financial valuation of guaranteed minimum withdrawal benefits

2006 · External reference

An identity of hitting times and its application to the valuation of guaranteed minimum withdrawal benefit

10.1007/s11579-015-0153-5 · 2016 · External reference

Pricing guaranteed minimum withdrawal benefits under stochastic interest rates

10.1080/14697680903436606 · 2012 · External reference

Guaranteed minimum withdrawal benefit in variable annuities

10.1111/j.1467-9965.2008.00349.x · 2008 · External reference

The impact of stochastic volatility on pricing, hedging, and hedge efficiency of withdrawal benefit guarantees in variable annuities

2011 · External reference

Gaussian process regression for pricing variable annuities with stochastic volatility and interest rate

10.1007/s10203-020-00287-7 · 2021 · External reference

Valuation of general GMWB annuities in a low interest rate environment

2023 · External reference

Where less is more: Reducing variable annuity fees to benefit policyholder and insurer

10.1111/jori.12237 · 2019 · External reference

State-dependent fees for variable annuity guarantees

10.1017/asb.2014.13 · 2014 · External reference

Variable annuities with VIX-linked fee structure under a Heston-type stochastic volatility model

10.1080/10920277.2017.1307765 · 2017 · External reference

High-water mark fee structure in variable annuities

10.1111/jori.12345 · 2021 · External reference

Optimal fee structure of variable annuities

2021 · External reference

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

10.1080/03461238.2022.2141656 · 2023 · External reference

Quantitative modeling of risk management strategies: Stochastic reserving and hedging of variable annuity guaranteed benefits

2019 · External reference

Risk allocation through shapley decompositions, with applications to variable annuities

10.1017/asb.2023.7 · 2023 · External reference