Huang, Yiming; Mamon, Rogemar; Xiong, Heng Valuing guaranteed minimum accumulation benefits by a change of numéraire approach. (English) Zbl 07487255 Insur. Math. Econ. 103, 1-26 (2022). MSC: 91G05 PDF BibTeX XML Cite \textit{Y. Huang} et al., Insur. Math. Econ. 103, 1--26 (2022; Zbl 07487255) Full Text: DOI OpenURL
Bégin, Jean-François On complex economic scenario generators: is less more? (English) Zbl 1480.91184 ASTIN Bull. 51, No. 3, 779-812 (2021). MSC: 91G05 PDF BibTeX XML Cite \textit{J.-F. Bégin}, ASTIN Bull. 51, No. 3, 779--812 (2021; Zbl 1480.91184) Full Text: DOI OpenURL
Wang, Gu; Zou, Bin Optimal fee structure of variable annuities. (English) Zbl 1475.91321 Insur. Math. Econ. 101, 587-601 (2021). MSC: 91G05 60H10 93E20 PDF BibTeX XML Cite \textit{G. Wang} and \textit{B. Zou}, Insur. Math. Econ. 101, 587--601 (2021; Zbl 1475.91321) Full Text: DOI OpenURL
Chen, An; Guillen, Montserrat; Rach, Manuel Fees in tontines. (English) Zbl 1475.91290 Insur. Math. Econ. 100, 89-106 (2021). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 PDF BibTeX XML Cite \textit{A. Chen} et al., Insur. Math. Econ. 100, 89--106 (2021; Zbl 1475.91290) Full Text: DOI OpenURL
Ding, Kailin; Cui, Zhenyu; Wang, Yongjin A Markov chain approximation scheme for option pricing under skew diffusions. (English) Zbl 1466.91332 Quant. Finance 21, No. 3, 461-480 (2021). MSC: 91G20 60J28 PDF BibTeX XML Cite \textit{K. Ding} et al., Quant. Finance 21, No. 3, 461--480 (2021; Zbl 1466.91332) Full Text: DOI OpenURL
Bégin, Jean-François Levelling the playing field: a VIX-linked structure for funded pension schemes. (English) Zbl 1452.91261 Insur. Math. Econ. 94, 58-78 (2020). MSC: 91G05 PDF BibTeX XML Cite \textit{J.-F. Bégin}, Insur. Math. Econ. 94, 58--78 (2020; Zbl 1452.91261) Full Text: DOI OpenURL
Shen, Zhiyi; Weng, Chengguo Pricing bounds and bang-bang analysis of the Polaris variable annuities. (English) Zbl 1431.91343 Quant. Finance 20, No. 1, 147-171 (2020). MSC: 91G05 93E20 PDF BibTeX XML Cite \textit{Z. Shen} and \textit{C. Weng}, Quant. Finance 20, No. 1, 147--171 (2020; Zbl 1431.91343) Full Text: DOI OpenURL
Heiny, Johannes; Mikosch, Thomas The eigenstructure of the sample covariance matrices of high-dimensional stochastic volatility models with heavy tails. (English) Zbl 1430.62195 Bernoulli 25, No. 4B, 3590-3622 (2019). Reviewer: Denis Sidorov (Irkutsk) MSC: 62M10 62H12 60B20 60G55 60F05 60G70 62P05 PDF BibTeX XML Cite \textit{J. Heiny} and \textit{T. Mikosch}, Bernoulli 25, No. 4B, 3590--3622 (2019; Zbl 1430.62195) Full Text: DOI arXiv Euclid OpenURL
Kouritzin, Michael A.; MacKay, Anne VIX-linked fees for GMWBs via explicit solution simulation methods. (English) Zbl 1416.91197 Insur. Math. Econ. 81, 1-17 (2018). MSC: 91B30 60H10 91G80 PDF BibTeX XML Cite \textit{M. A. Kouritzin} and \textit{A. MacKay}, Insur. Math. Econ. 81, 1--17 (2018; Zbl 1416.91197) Full Text: DOI arXiv OpenURL