Quantitative modeling of risk management strategies: stochastic reserving and hedging of variable annuity guaranteed benefits (Q1735033)
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scientific article; zbMATH DE number 7043765
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| English | Quantitative modeling of risk management strategies: stochastic reserving and hedging of variable annuity guaranteed benefits |
scientific article; zbMATH DE number 7043765 |
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Quantitative modeling of risk management strategies: stochastic reserving and hedging of variable annuity guaranteed benefits (English)
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28 March 2019
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variable annuity guaranteed benefit
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guaranteed minimum accumulation benefit
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risk measures
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stochastic reserving
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dynamic hedging
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0.8506311178207397
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0.8227558135986328
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0.815783679485321
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0.8065610527992249
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