Milevsky, Moshe A. Calibrating Gompertz in reverse: what is your longevity-risk-adjusted global age? (English) Zbl 1446.91068 Insur. Math. Econ. 92, 147-161 (2020). MSC: 91G05 PDF BibTeX XML Cite \textit{M. A. Milevsky}, Insur. Math. Econ. 92, 147--161 (2020; Zbl 1446.91068) Full Text: DOI OpenURL
Qian, Linyi; Wang, Wei; Wang, Ning; Wang, Shuai Pricing and hedging equity-indexed annuities via local risk-minimization. (English) Zbl 07530892 Commun. Stat., Theory Methods 48, No. 6, 1417-1434 (2019). MSC: 91B25 91G20 PDF BibTeX XML Cite \textit{L. Qian} et al., Commun. Stat., Theory Methods 48, No. 6, 1417--1434 (2019; Zbl 07530892) Full Text: DOI OpenURL
Qian, Lin-Yi; Wang, Wei; Wang, Rong-Ming Risk-minimizing hedging strategy for an equity-indexed annuity under a regime switching model. (English) Zbl 1326.60111 Acta Math. Appl. Sin., Engl. Ser. 31, No. 1, 101-110 (2015). MSC: 60J28 60J27 91B30 91G80 PDF BibTeX XML Cite \textit{L.-Y. Qian} et al., Acta Math. Appl. Sin., Engl. Ser. 31, No. 1, 101--110 (2015; Zbl 1326.60111) Full Text: DOI OpenURL
Xu, Lin; Shen, Guangjun; Yao, Dingjun Pricing of equity indexed annuity under fractional Brownian motion model. (English) Zbl 1471.91489 Abstr. Appl. Anal. 2014, Article ID 380718, 9 p. (2014). MSC: 91G05 60G22 PDF BibTeX XML Cite \textit{L. Xu} et al., Abstr. Appl. Anal. 2014, Article ID 380718, 9 p. (2014; Zbl 1471.91489) Full Text: DOI OpenURL
Qian, Linyi; Wang, Rongming; Zhao, Qian Valuation of equity-indexed annuities with stochastic interest rate and jump diffusion. (English) Zbl 1297.91140 Commun. Stat., Theory Methods 43, No. 14, 2870-2885 (2014). MSC: 91G30 91G60 62P05 60J70 PDF BibTeX XML Cite \textit{L. Qian} et al., Commun. Stat., Theory Methods 43, No. 14, 2870--2885 (2014; Zbl 1297.91140) Full Text: DOI OpenURL
Zhang, Hongzhong; Leung, Tim; Hadjiliadis, Olympia Stochastic modeling and fair valuation of drawdown insurance. (English) Zbl 1290.91105 Insur. Math. Econ. 53, No. 3, 840-850 (2013). MSC: 91B30 PDF BibTeX XML Cite \textit{H. Zhang} et al., Insur. Math. Econ. 53, No. 3, 840--850 (2013; Zbl 1290.91105) Full Text: DOI arXiv OpenURL
Wei, Jiaqin; Wang, Rongming; Yang, Hailiang Optimal surrender strategies for equity-indexed annuity investors with partial information. (English) Zbl 1246.91121 Stat. Probab. Lett. 82, No. 7, 1251-1258 (2012). MSC: 91G10 91B06 PDF BibTeX XML Cite \textit{J. Wei} et al., Stat. Probab. Lett. 82, No. 7, 1251--1258 (2012; Zbl 1246.91121) Full Text: DOI Link OpenURL
Qian, Linyi; Wang, Wei; Wang, Rongming; Tang, Yincai Valuation of equity-indexed annuity under stochastic mortality and interest rate. (English) Zbl 1231.91446 Insur. Math. Econ. 47, No. 2, 123-129 (2010). MSC: 91G20 91G30 91B30 PDF BibTeX XML Cite \textit{L. Qian} et al., Insur. Math. Econ. 47, No. 2, 123--129 (2010; Zbl 1231.91446) Full Text: DOI OpenURL
Gaillardetz, Patrice Pricing equity-indexed annuities under stochastic interest rates using copulas. (English) Zbl 1200.91137 J. Probab. Stat. 2010, Article ID 726389, 29 p. (2010). MSC: 91B30 91G30 62H20 62P05 91G70 PDF BibTeX XML Cite \textit{P. Gaillardetz}, J. Probab. Stat. 2010, Article ID 726389, 29 p. (2010; Zbl 1200.91137) Full Text: DOI EuDML OpenURL