A mixed bond and equity fund model for the valuation of variable annuities (Q5157766)
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scientific article; zbMATH DE number 7411805
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| default for all languages | No label defined |
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| English | A mixed bond and equity fund model for the valuation of variable annuities |
scientific article; zbMATH DE number 7411805 |
Statements
A MIXED BOND AND EQUITY FUND MODEL FOR THE VALUATION OF VARIABLE ANNUITIES (English)
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20 October 2021
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mutual fund model
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bond fund
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yield curve
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investment guarantee
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variable annuities
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basis risk
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0.8019647002220154
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0.7818655967712402
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0.7692372798919678
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0.7672176957130432
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