Valuing variable annuity guarantees on multiple assets (Q4575460)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Valuing variable annuity guarantees on multiple assets |
scientific article; zbMATH DE number 6903658
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Valuing variable annuity guarantees on multiple assets |
scientific article; zbMATH DE number 6903658 |
Statements
Valuing variable annuity guarantees on multiple assets (English)
0 references
13 July 2018
0 references
mortality risk
0 references
variable annuity
0 references
stochastic volatility risk
0 references
correlation risk
0 references
multiple assets
0 references
European option
0 references
0 references
0 references
0 references
0 references
0 references
0.8536396026611328
0 references
0.8442370295524597
0 references
0.835965633392334
0 references
0.8277343511581421
0 references
0.8118062615394592
0 references
