Coping with longevity via hedging: fair dynamic valuation of variable annuities (Q6573823)
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scientific article; zbMATH DE number 7882280
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Coping with longevity via hedging: fair dynamic valuation of variable annuities |
scientific article; zbMATH DE number 7882280 |
Statements
Coping with longevity via hedging: fair dynamic valuation of variable annuities (English)
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17 July 2024
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fair dynamic valuation
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market-consistency
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variable annuity
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longevity risk
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convex hedging
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0.8048014640808105
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0.8019130825996399
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0.7958037257194519
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0.7942763566970825
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