Title | Journal | Journal Categories | Citations | Publication Date |
---|---|---|---|---|
Randomization and the valuation of guaranteed minimum death benefits | European Journal of Operational Research |
| 5 | 2023 |
Hybrid equity swap, cap, and floor pricing under stochastic interest by Markov chain approximation | European Journal of Operational Research |
| 7 | 2023 |
Fair valuation of cliquet-style return guarantees in (homogeneous and) heterogeneous life insurance portfolios | Scandinavian Actuarial Journal |
| 17 | 2019 |
Pricing and hedging guaranteed minimum withdrawal benefits under a general Lévy framework using the COS method | Quantitative Finance |
| 28 | 2017 |
Applications of the central limit theorem for pricing Cliquet-style options | European Actuarial Journal |
| 6 | 2017 |