6 results
Impact of correlation between interest rates and mortality rates on the valuation of various life insurance products
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- Journal:
- ASTIN Bulletin: The Journal of the IAA , First View
- Published online by Cambridge University Press:
- 09 September 2024, pp. 1-31
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VALUATION OF HYBRID FINANCIAL AND ACTUARIAL PRODUCTS IN LIFE INSURANCE BY A NOVEL THREE-STEP METHOD
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 50 / Issue 3 / September 2020
- Published online by Cambridge University Press:
- 14 August 2020, pp. 709-742
- Print publication:
- September 2020
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USING MODEL-INDEPENDENT LOWER BOUNDS TO IMPROVE PRICING OF ASIAN STYLE OPTIONS IN LÉVY MARKETS
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 44 / Issue 2 / May 2014
- Published online by Cambridge University Press:
- 19 February 2014, pp. 237-276
- Print publication:
- May 2014
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Optimal funding of defined benefit pension plans
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- Journal:
- Journal of Pension Economics & Finance / Volume 10 / Issue 1 / January 2011
- Published online by Cambridge University Press:
- 25 June 2010, pp. 31-52
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Optimal investment strategies in a CIR framework
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- Journal:
- Journal of Applied Probability / Volume 37 / Issue 4 / December 2000
- Published online by Cambridge University Press:
- 14 July 2016, pp. 936-946
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- December 2000
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Long-Term Returns in Stochastic Interest Rate Models: Applications
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 30 / Issue 1 / May 2000
- Published online by Cambridge University Press:
- 29 August 2014, pp. 123-140
- Print publication:
- May 2000
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