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Pricing Bounds and Bang-Bang Analysis of the Polaris Variable Annuities
47/47 checkable references clean · checked 2026-08-27
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
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The 47 checked references that resolve
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Regression Methods for Stochastic Control Problems and Their Convergence Analysis
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Valuation of the early-exercise price for options using simulations and nonparametric regression
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The effect of modelling parameters on the value of GMWB guarantees
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An analysis of a least squares regression method for American option pricing
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Multi-period mean–variance portfolio optimization based on Monte-Carlo simulation
resolves10.1080/10920277.2017.1307765
Variable Annuities with VIX-Linked Fee Structure under a Heston-Type Stochastic Volatility Model
resolves10.1007/978-3-642-25746-9_4
Monte Carlo Approximations of American Options that Preserve Monotonicity and Convexity
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A dynamic look-ahead Monte Carlo algorithm for pricing Bermudan options
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Applications of central limit theorems for equity-linked insurance
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Optimal consumption and allocation in variable annuities with Guaranteed Minimum Death Benefits
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Optimal allocation and consumption with guaranteed minimum death benefits, external income and term life insurance
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Hedging and Reserving for Single-Premium Segregated Fund Contracts
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Regression-based Monte Carlo methods for stochastic control models: variable annuities with lifelong guarantees
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Optimal Initiation of Guaranteed Lifelong Withdrawal Benefit with Dynamic Withdrawals
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A numerical algorithm for fully nonlinear HJB equations:
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On the Propensity to Surrender a Variable Annuity Contract: An Empirical Analysis of Dynamic Policyholder Behavior
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Asymptotic Optimality for $C_p, C_L$, Cross-Validation and Generalized Cross-Validation: Discrete Index Set
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Valuation of variable annuities with guaranteed minimum withdrawal and death benefits via stochastic control optimization
resolves10.1016/j.insmatheco.2005.06.012
Financial valuation of guaranteed minimum withdrawal benefits
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Revisiting the Risk-Neutral Approach to Optimal Policyholder Behavior: A Study of Withdrawal Guarantees in Variable Annuities
resolves10.1016/s0304-4076(97)00011-0
Convergence rates and asymptotic normality for series estimators
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A Unified Pricing of Variable Annuity Guarantees under the Optimal Stochastic Control Framework
resolves10.1016/j.insmatheco.2015.04.001
Valuing variable annuities with guaranteed minimum lifetime withdrawal benefits
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Convergence of the Least Squares Monte Carlo Approach to American Option Valuation
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The 4 references without a DOI — listed, not checked
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no DOI — not checkedref26
no DOI — not checkedref31
no DOI — not checkedCoping with longevity: The new German annuity valuation table DAV
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