The reset decision for segregated fund maturity guarantees-Reference-Cited by-同舟云学术

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The reset decision for segregated fund maturity guarantees

Published:2001-10 Issue:2 Volume:29 Page:257-269
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Armstrong Michael J.

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference10 articles.

1. Better late than never: the case of the roll-over option;Bilodeau;Insurance: Mathematics and Economics,1997

2. Valuation of tandem options;Blazenko;Advances in Futures and Options Research,1990

3. Reserving for maturity guarantees;Boyle;Insurance: Mathematics and Economics,1997

4. Canadian Institute of Actuaries, 1999. Program for the Toronto Conference on Segregated Funds, September.

5. Falloon, W., 1999. Canada’s option nightmare. Risk Magazine, August.

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3. Using Neural Networks to Price and Hedge Variable Annuity Guarantees;Risks;2018-12-23

4. Moment matching machine learning methods for risk management of large variable annuity portfolios;Journal of Economic Dynamics and Control;2018-02

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