Results 41 to 50 of about 54,807 (241)
Pricing Equity-Indexed Annuities under a Stochastic Dividend Model
Mathematics, 2023 In this paper, we examine the valuations of equity-indexed annuities (EIAs) when their reference stocks distribute stochastic dividends. Due to the fact that stocks typically pay dividends at discrete times after the payment dates are announced, pricing ...
Yuanchuang Shan, Huisheng Shu, Haoran Yi
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Defossilisation of the Energy Supply of a Chemical Site by Integration of a Carnot Battery
Chemie Ingenieur Technik, EarlyView.This study presents the results of a techno‐economic analysis of CO2‐free energy supply concepts for electricity and heat for the defossilisation of a chemical park in Germany for the model years 2030 and 2045. The focus is on the integration of a Carnot battery with thermal energy storage, which enables the flexible use of green fuels and renewable ...
Martin Bolten +6 more
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Modern accounting method in insurance tariffs ‐ novelty on the insurance market
Technological and Economic Development of Economy, 2007 The insurance calculation could be based on the logistic limit model of the population evolution. The investigation has shown that a newly invented logistic theory could be applied to the calculation of interest or the estimation of investment projects ...
Stasys Girdzijauskas +2 more
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Linking Environmental Health and Civic Health: An Analysis of Air Pollution and Charitable Giving
Nonprofit Management and Leadership, EarlyView.ABSTRACT This study examines the effect of air pollution on charitable giving. We suggest that the burdens associated with poor air quality are associated with a dampening of civic and philanthropic engagement. Analyzing 12 years of county‐level data from the United States with fixed‐effects OLS and instrumental variables regressions, we identify a ...
Gregory D. Saxton +6 more
wiley +1 more source
Optimal Static Hedging of Variable Annuities with Volatility-Dependent Fees
Risks, 2023 Variable annuities (VAs) and other long-term equity-linked insurance products are typically difficult to hedge in the incomplete markets. A state-dependent fee tied with market volatility for VAs is designed to contribute the risk-sharing mechanism ...
Junsen Tang
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International Journal of Urban and Regional Research, EarlyView.Abstract Asset managers, private equity firms and other institutional investors have assumed an increasingly important role in the ownership and management of housing and infrastructure since the Global Financial Crisis. This article analyses how social housing in London is being transformed into a financial asset through an analysis of ‘income strip ...
Aretousa Bloom, Joe Penny
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Coresidence: How parental characteristics matter
Real Estate Economics, EarlyView.Abstract Coresidence in the parental home is known to depend on young adult characteristics and market conditions, but there is more limited knowledge on whether or how parental characteristics matter. We model the coresidence outcome as a multigenerational joint optimization decision and use Panel Study of Income Dynamics data to examine the ...
Arthur Acolin +2 more
wiley +1 more source
Optimal Decision-Making for Annuity Insurance Under the Perspective of Disability Risk
MathematicsAnnuity insurance is a crucial financial tool for mitigating risks associated with aging, yet it has not gained significant traction in China’s insurance market, especially amid the challenges posed by an aging population.
Ziran Xu, Lufei Sun, Xiang Yuan
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Some applications of linear difference equations in finance with wolfram|alpha and maple
Ratio Mathematica, 2014 The principle objective of this paper is to show how linear difference equations can be applied to solve some issues of financial mathematics. We focus on the area of compound interest and annuities. In both cases we determine appropriate recursive rules,
Dana Rıhová, Lenka Viskotova
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How much are you willing to pay to avoid lockdowns? Evidence from the real estate market
Real Estate Economics, EarlyView.Abstract In response to the COVID‐19 pandemic, numerous countries implemented lockdowns. In Victoria, Australia, a unique two‐tier system was employed, segregating areas with a Ring of Steel boundary and imposing additional restrictions within. This study focuses on the impact of lockdowns on housing prices and rents, exploring whether people are ...
Jian Liang, Chyi Lin Lee, Qiang Li
wiley +1 more source