Piecewise linear boundary crossing probabilities, barrier options, and variable annuities-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Piecewise linear boundary crossing probabilities, barrier options, and variable annuities

Published:2022-08-04 Issue:12 Volume:42 Page:2248-2272
ISSN:0270-7314
Container-title:Journal of Futures Markets
language:en
Short-container-title:Journal of Futures Markets

Author:

Lee Hangsuck¹,Ha Hongjun²,Lee Minha³^ORCID

Affiliation:

1. Department of Mathematics/Actuarial Science Sungkyunkwan University Seoul Republic of Korea

2. Department of Mathematics Saint Joseph's University Philadelphia Pennsylvania USA

3. Department of Mathematics Sungkyunkwan University Seoul Republic of Korea

Publisher

Wiley

Subject

Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/fut.22369

Reference36 articles.

1. The quality of actuarial accounting information under adopting IFRS 17 “insurance contracts”;Aormaih Y. H.;Review of International Geographical Education Online,2021

2. Variable annuities: A unifying valuation approach

3. A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities

4. Optimal surrender policy for variable annuity guarantees

5. A barrier option framework for corporate security valuation

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP