Pricing and Hedging Variable Annuity Guarantees with Multiasset Stochastic Investment Models (Q5742633)
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scientific article; zbMATH DE number 7054986
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing and Hedging Variable Annuity Guarantees with Multiasset Stochastic Investment Models |
scientific article; zbMATH DE number 7054986 |
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Pricing and Hedging Variable Annuity Guarantees with Multiasset Stochastic Investment Models (English)
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15 May 2019
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variable annuity guarantees
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pricing
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hedging
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multivariate stochastic investment models
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