Comonotonic approximations of risk measures for variable annuity guaranteed benefits with dynamic policyholder behavior (Q730548)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comonotonic approximations of risk measures for variable annuity guaranteed benefits with dynamic policyholder behavior |
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Comonotonic approximations of risk measures for variable annuity guaranteed benefits with dynamic policyholder behavior (English)
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28 December 2016
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variable annuity guaranteed benefit
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risk measures
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value at risk
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conditional tail expectation
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geometric Brownian motion
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comonotonicity
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