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 |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Quantile hedging for guaranteed minimum death benefits with regime switching |
scientific article; zbMATH DE number 6104644 |
Statements
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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0.8793444037437439
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0.8720874190330505
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0.8558679819107056
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0.7928199172019958
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