Pricing and hedging guaranteed minimum withdrawal benefits under a general Lévy framework using the COS method (Q4554481)
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scientific article; zbMATH DE number 6979511
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing and hedging guaranteed minimum withdrawal benefits under a general Lévy framework using the COS method |
scientific article; zbMATH DE number 6979511 |
Statements
Pricing and hedging guaranteed minimum withdrawal benefits under a general Lévy framework using the COS method (English)
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14 November 2018
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variable annuity
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COS method
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hedging
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risk minimisation
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