Siu, Tak Kuen; Nguyen, Ha; Wang, Ning Dynamic fund protection for property markets. (English) Zbl 1500.91115 N. Am. Actuar. J. 26, No. 3, 383-402 (2022). MSC: 91G05 PDF BibTeX XML Cite \textit{T. K. Siu} et al., N. Am. Actuar. J. 26, No. 3, 383--402 (2022; Zbl 1500.91115) Full Text: DOI OpenURL
Xu, Chao; Dong, Yinghui; Tian, Zhaolu; Wang, Guojing Pricing dynamic fund protection under a regime-switching jump-diffusion model with stochastic protection level. (English) Zbl 1476.91194 J. Ind. Manag. Optim. 16, No. 6, 2603-2623 (2020). MSC: 91G20 62P20 PDF BibTeX XML Cite \textit{C. Xu} et al., J. Ind. Manag. Optim. 16, No. 6, 2603--2623 (2020; Zbl 1476.91194) Full Text: DOI OpenURL
Dong, Yinghui; Xu, Chao; Wu, Sang Pricing a chained dynamic fund protection under Vasicek interest rate model with stochastic barrier. (English) Zbl 1429.91317 J. Syst. Sci. Complex. 32, No. 6, 1659-1674 (2019). MSC: 91G20 91G30 PDF BibTeX XML Cite \textit{Y. Dong} et al., J. Syst. Sci. Complex. 32, No. 6, 1659--1674 (2019; Zbl 1429.91317) Full Text: DOI OpenURL
Qian, Linyi; Jin, Zhuo; Wang, Wei; Chen, Lyu Pricing dynamic fund protections for a hyperexponential jump diffusion process. (English) Zbl 1386.91148 Commun. Stat., Theory Methods 47, No. 1, 210-221 (2018). MSC: 91G20 60G51 60J75 PDF BibTeX XML Cite \textit{L. Qian} et al., Commun. Stat., Theory Methods 47, No. 1, 210--221 (2018; Zbl 1386.91148) Full Text: DOI OpenURL
Jeon, Junkee; Yoon, Ji-Hun; Park, Chang-Rae The pricing of dynamic fund protection with default risk. (English) Zbl 1377.91159 J. Comput. Appl. Math. 333, 116-130 (2018). MSC: 91G20 91G40 91G60 PDF BibTeX XML Cite \textit{J. Jeon} et al., J. Comput. Appl. Math. 333, 116--130 (2018; Zbl 1377.91159) Full Text: DOI OpenURL
Alexandrova, Maria; Bohnert, Alexander; Gatzert, Nadine; Russ, Jochen Equity-linked life insurance based on traditional products: the case of select products. (English) Zbl 1405.91244 Eur. Actuar. J. 7, No. 2, 379-404 (2017). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{M. Alexandrova} et al., Eur. Actuar. J. 7, No. 2, 379--404 (2017; Zbl 1405.91244) Full Text: DOI OpenURL
Jin, Zhuo; Qian, Linyi; Wang, Wei; Wang, Rongming Pricing dynamic fund protections with regime switching. (English) Zbl 1329.91130 J. Comput. Appl. Math. 297, 13-25 (2016). MSC: 91G20 91B30 62M02 PDF BibTeX XML Cite \textit{Z. Jin} et al., J. Comput. Appl. Math. 297, 13--25 (2016; Zbl 1329.91130) Full Text: DOI OpenURL
Zhou, Jiang; Wu, Lan The time of deducting fees for variable annuities under the state-dependent fee structure. (English) Zbl 1314.91149 Insur. Math. Econ. 61, 125-134 (2015). MSC: 91B30 PDF BibTeX XML Cite \textit{J. Zhou} and \textit{L. Wu}, Insur. Math. Econ. 61, 125--134 (2015; Zbl 1314.91149) Full Text: DOI OpenURL
Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang Valuing equity-linked death benefits and other contingent options: a discounted density approach. (English) Zbl 1284.91233 Insur. Math. Econ. 51, No. 1, 73-92 (2012). MSC: 91B30 91G20 60G40 60H30 PDF BibTeX XML Cite \textit{H. U. Gerber} et al., Insur. Math. Econ. 51, No. 1, 73--92 (2012; Zbl 1284.91233) Full Text: DOI Link OpenURL
Sekine, Jun Long-term optimal portfolios with floor. (English) Zbl 1251.91056 Finance Stoch. 16, No. 3, 369-401 (2012). MSC: 91G10 93E20 91G80 91G20 PDF BibTeX XML Cite \textit{J. Sekine}, Finance Stoch. 16, No. 3, 369--401 (2012; Zbl 1251.91056) Full Text: DOI OpenURL
Zhu, Song-Ping; Chen, Wen-Ting Should an American option be exercised earlier or later if volatility is not assumed to be a constant? (English) Zbl 1233.91292 Int. J. Theor. Appl. Finance 14, No. 8, 1279-1297 (2011). MSC: 91G20 PDF BibTeX XML Cite \textit{S.-P. Zhu} and \textit{W.-T. Chen}, Int. J. Theor. Appl. Finance 14, No. 8, 1279--1297 (2011; Zbl 1233.91292) Full Text: DOI OpenURL
Ko, Bangwon; Shiu, Elias S. W.; Wei, Li Pricing maturity guarantee with dynamic withdrawal benefit. (English) Zbl 1231.91437 Insur. Math. Econ. 47, No. 2, 216-223 (2010). MSC: 91G20 PDF BibTeX XML Cite \textit{B. Ko} et al., Insur. Math. Econ. 47, No. 2, 216--223 (2010; Zbl 1231.91437) Full Text: DOI OpenURL
Moore, Kristen S. Optimal surrender strategies for equity-indexed annuity investors. (English) Zbl 1156.91379 Insur. Math. Econ. 44, No. 1, 1-18 (2009). MSC: 91B28 60G40 60H30 91B30 PDF BibTeX XML Cite \textit{K. S. Moore}, Insur. Math. Econ. 44, No. 1, 1--18 (2009; Zbl 1156.91379) Full Text: DOI OpenURL
Wong, Hoi Ying; Chan, Chun Man Lookback options and dynamic fund protection under multiscale stochastic volatility. (English) Zbl 1183.91173 Insur. Math. Econ. 40, No. 3, 357-385 (2007). MSC: 91G10 PDF BibTeX XML Cite \textit{H. Y. Wong} and \textit{C. M. Chan}, Insur. Math. Econ. 40, No. 3, 357--385 (2007; Zbl 1183.91173) Full Text: DOI OpenURL
Moore, Kristen S.; Young, Virginia R. Optimal design of a perpetual equity-indexed annuity. (English) Zbl 1085.60512 N. Am. Actuar. J. 9, No. 1, 57-72 (2005). MSC: 60H30 60H05 91B30 PDF BibTeX XML Cite \textit{K. S. Moore} and \textit{V. R. Young}, N. Am. Actuar. J. 9, No. 1, 57--72 (2005; Zbl 1085.60512) Full Text: DOI OpenURL
Chu, Chi Chiu; Kwok, Yue Kuen Reset and withdrawal rights in dynamic fund protection. (English) Zbl 1136.91421 Insur. Math. Econ. 34, No. 2, 273-295 (2004). MSC: 91B28 PDF BibTeX XML Cite \textit{C. C. Chu} and \textit{Y. K. Kwok}, Insur. Math. Econ. 34, No. 2, 273--295 (2004; Zbl 1136.91421) Full Text: DOI OpenURL
Fung, Hon-Kwok; Li, Leong Kwan Pricing discrete dynamic fund protections. (English) Zbl 1084.91506 N. Am. Actuar. J. 7, No. 4, 23-31 (2003). MSC: 91B28 62P05 PDF BibTeX XML Cite \textit{H.-K. Fung} and \textit{L. K. Li}, N. Am. Actuar. J. 7, No. 4, 23--31 (2003; Zbl 1084.91506) Full Text: DOI OpenURL
Gerber, Hans U.; Shiu, Elias S. W. Geometric Brownian motion models for assets and liabilities: from pension funding to optimal dividends. With discussion by X. Sheldon Lin, Marc Decamps and Marc Goovaerts and a reply by the authors. (English) Zbl 1084.91517 N. Am. Actuar. J. 7, No. 3, 37-56 (2003). MSC: 91B30 60J70 60J65 PDF BibTeX XML Cite \textit{H. U. Gerber} and \textit{E. S. W. Shiu}, N. Am. Actuar. J. 7, No. 3, 37--56 (2003; Zbl 1084.91517) Full Text: DOI OpenURL
Gerber, Hans U.; Shiu, Elias S. W. Pricing lookback options and dynamic guarantees. With discussion by Griselda Deelstra. (English) Zbl 1084.91507 N. Am. Actuar. J. 7, No. 1, 48-67 (2003). MSC: 91G20 60J70 PDF BibTeX XML Cite \textit{H. U. Gerber} and \textit{E. S. W. Shiu}, N. Am. Actuar. J. 7, No. 1, 48--67 (2003; Zbl 1084.91507) Full Text: DOI OpenURL