Mitigating Interest Rate Risk in Variable Annuities: An Analysis of Hedging Effectiveness under Model Risk (Q5379240)
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scientific article; zbMATH DE number 7059879
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mitigating Interest Rate Risk in Variable Annuities: An Analysis of Hedging Effectiveness under Model Risk |
scientific article; zbMATH DE number 7059879 |
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Mitigating Interest Rate Risk in Variable Annuities: An Analysis of Hedging Effectiveness under Model Risk (English)
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28 May 2019
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variable annuities
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interest rate risk
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dynamic delta-rho hedging effectiveness
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