Valuing variable annuity guarantees on multiple assets (Q4575460): Difference between revisions

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Latest revision as of 02:59, 16 July 2024

scientific article; zbMATH DE number 6903658
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English
Valuing variable annuity guarantees on multiple assets
scientific article; zbMATH DE number 6903658

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    Valuing variable annuity guarantees on multiple assets (English)
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    13 July 2018
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    mortality risk
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    variable annuity
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    stochastic volatility risk
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    correlation risk
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    multiple assets
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    European option
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