Semi-static hedging of variable annuities (Q282294)

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Semi-static hedging of variable annuities
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    Statements

    title
    Semi-static hedging of variable annuities (English)
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    author
    Carole Bernard
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    Minsuk Kwak
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    publication date
    12 May 2016
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    zbMATH Keywords
    effective hedging
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    variable annuities
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    semi-static hedging
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    periodic fees
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    embedded guarantees
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    Identifiers

    zbMATH DE Number
    6579591
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