Analytical calculation of risk measures for variable annuity guaranteed benefits (Q2447419)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analytical calculation of risk measures for variable annuity guaranteed benefits |
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Analytical calculation of risk measures for variable annuity guaranteed benefits (English)
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25 April 2014
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variable annuity guaranteed benefit
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Asian option
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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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integral of geometric Brownian motion
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Hartman-Watson density
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modified Bessel functions
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