Valuation of cliquet-style guarantees with death benefits

Article Properties
  • DOI (url)
    10.3934/jimo.2021188
  • Publication Date
    2023/01/01
  • Journal
    Journal of Industrial and Management Optimization
  • Indian UGC (journal)
  • Refrences
    30
  • Yaodi Yong Department of Statistics and Actuarial Science, The University of Hong Kong, Hong Kong, China
  • Hailiang Yang Department of Statistics and Actuarial Science, The University of Hong Kong, Hong Kong, China
Abstract
Cite
Yong, Yaodi, and Hailiang Yang. “Valuation of Cliquet-Style Guarantees With Death Benefits”. Journal of Industrial and Management Optimization, vol. 19, no. 1, 2023, p. 359, https://doi.org/10.3934/jimo.2021188.
Yong, Y., & Yang, H. (2023). Valuation of cliquet-style guarantees with death benefits. Journal of Industrial and Management Optimization, 19(1), 359. https://doi.org/10.3934/jimo.2021188
Yong, Yaodi, and Hailiang Yang. “Valuation of Cliquet-Style Guarantees With Death Benefits”. Journal of Industrial and Management Optimization 19, no. 1 (2023): 359. https://doi.org/10.3934/jimo.2021188.
Yong Y, Yang H. Valuation of cliquet-style guarantees with death benefits. Journal of Industrial and Management Optimization. 2023;19(1):359.
Journal Categories
Science
Mathematics
Technology
Engineering (General)
Civil engineering (General)
Technology
Manufactures
Production management
Operations management
Refrences
Title Journal Journal Categories Citations Publication Date
Valuing equity-linked death benefits in general exponential Lévy models Journal of Computational and Applied Mathematics
  • Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods
  • Science: Mathematics
 54 2020
Equity-linked annuity pricing with cliquet-style guarantees in regime-switching and stochastic volatility models with jumps Insurance: Mathematics and Economics
  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 52 2017
Valuation and analysis on complex equity indexed annuities Pacific-Basin Finance Journal
  • Social Sciences: Finance
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 4 2019
Valuing guaranteed equity-linked contracts under piecewise constant forces of mortality Insurance: Mathematics and Economics
  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 11 2016
Valuing Equity-Indexed Annuities North American Actuarial Journal
  • Social Sciences: Finance
 88 2000