A Comparative Study of Risk Measures for Guaranteed Minimum Maturity Benefits by a PDE Method (Q5379128)

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scientific article; zbMATH DE number 7059801
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A Comparative Study of Risk Measures for Guaranteed Minimum Maturity Benefits by a PDE Method
scientific article; zbMATH DE number 7059801

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    A Comparative Study of Risk Measures for Guaranteed Minimum Maturity Benefits by a PDE Method (English)
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    28 May 2019
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    risk measures
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    variable annuity guarantee products
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    numerical PDE method
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