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
Hess, Markus Cliquet option pricing in a jump-diffusion Lévy model. (English) Zbl 1412.60055 Mod. Stoch., Theory Appl. 5, No. 3, 317-336 (2018). MSC: 60G10 60G51 60H10 91B30 91B70 PDF BibTeX XML Cite \textit{M. Hess}, Mod. Stoch., Theory Appl. 5, No. 3, 317--336 (2018; Zbl 1412.60055) Full Text: DOI arXiv OpenURL
Hess, Markus Cliquet option pricing with Meixner processes. (English) Zbl 1390.91301 Mod. Stoch., Theory Appl. 5, No. 1, 81-97 (2018). MSC: 91G20 60G51 60H10 60H30 PDF BibTeX XML Cite \textit{M. Hess}, Mod. Stoch., Theory Appl. 5, No. 1, 81--97 (2018; Zbl 1390.91301) Full Text: DOI arXiv OpenURL
Fan, Kun; Shen, Yang; Siu, Tak Kuen; Wang, Rongming Pricing annuity guarantees under a double regime-switching model. (English) Zbl 1318.91111 Insur. Math. Econ. 62, 62-78 (2015). MSC: 91B30 91G60 PDF BibTeX XML Cite \textit{K. Fan} et al., Insur. Math. Econ. 62, 62--78 (2015; Zbl 1318.91111) 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
Chang, Chih-Kai A dimension-reduction algorithm for the valuation of surrender options in EIA contracts with stochastic interest rates. (English) Zbl 07312554 Math. Comput. Simul. 97, 39-52 (2014). MSC: 91-XX 62-XX PDF BibTeX XML Cite \textit{C.-K. Chang}, Math. Comput. Simul. 97, 39--52 (2014; Zbl 07312554) 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
Gaillardetz, Patrice; Li, Huan Yi; MacKay, Anne Equity-linked products: evaluation of the dynamic hedging errors under stochastic mortality. (English) Zbl 1260.91235 Eur. Actuar. J. 2, No. 2, 243-258 (2012). MSC: 91G20 91B30 PDF BibTeX XML Cite \textit{P. Gaillardetz} et al., Eur. Actuar. J. 2, No. 2, 243--258 (2012; Zbl 1260.91235) Full Text: DOI OpenURL
Qian, LinYi; Wang, RongMing; Wang, Shuai Valuation of equity-indexed annuities with regime-switching jump diffusion risk and stochastic mortality risk. (English) Zbl 1274.60215 Sci. China, Math. 55, No. 11, 2335-2346 (2012). MSC: 60H30 60J75 91B25 91B30 91G20 PDF BibTeX XML Cite \textit{L. Qian} et al., Sci. China, Math. 55, No. 11, 2335--2346 (2012; Zbl 1274.60215) Full Text: DOI 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
Pansera, Jérôme Discrete-time local risk minimization of payment processes and applications to equity-linked life-insurance contracts. (English) Zbl 1235.91104 Insur. Math. Econ. 50, No. 1, 1-11 (2012). MSC: 91B30 PDF BibTeX XML Cite \textit{J. Pansera}, Insur. Math. Econ. 50, No. 1, 1--11 (2012; Zbl 1235.91104) Full Text: DOI 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
Boyle, Phelim; Tian, Weidong Optimal design of equity-linked products with a probabilistic constraint. (English) Zbl 1224.91047 Scand. Actuar. J. 2009, No. 4, 253-280 (2009). Reviewer: Rostyslav E. Yamnenko (Kyïv) MSC: 91B30 91G10 62P05 PDF BibTeX XML Cite \textit{P. Boyle} and \textit{W. Tian}, Scand. Actuar. J. 2009, No. 4, 253--280 (2009; Zbl 1224.91047) 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 Link OpenURL
Moore, Kristen S.; Young, Virginia R. Pricing equity-linked pure endowments via the principle of equivalent utility. (English) Zbl 1103.91370 Insur. Math. Econ. 33, No. 3, 497-516 (2003). MSC: 91B30 49L20 60H30 91B28 PDF BibTeX XML Cite \textit{K. S. Moore} and \textit{V. R. Young}, Insur. Math. Econ. 33, No. 3, 497--516 (2003; Zbl 1103.91370) Full Text: DOI OpenURL