Valuing variable annuity guarantees on multiple assets (Q4575460)
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scientific article; zbMATH DE number 6903658
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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