Quantile Hedging for Guaranteed Minimum Death Benefits with Regime Switching (Q4648511)
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scientific article; zbMATH DE number 6104644
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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