Quantile Hedging for Guaranteed Minimum Death Benefits with Regime Switching (Q4648511): Difference between revisions

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scientific article; zbMATH DE number 6104644
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English
Quantile Hedging for Guaranteed Minimum Death Benefits with Regime Switching
scientific article; zbMATH DE number 6104644

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    Quantile Hedging for Guaranteed Minimum Death Benefits with Regime Switching (English)
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    9 November 2012
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    guaranteed minimum death benefit
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    quantile hedging
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    stochastic control
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    variable annuities
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