Quantitative modeling of risk management strategies: stochastic reserving and hedging of variable annuity guaranteed benefits (Q1735033)

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Quantitative modeling of risk management strategies: stochastic reserving and hedging of variable annuity guaranteed benefits
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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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